+5,074.9%
DELL vs IDXX
+353.0%
+4,721.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.3% | +12.1% |
| 7D | +8.2% | -5.7% | +14.0% | +10.5% |
| 30D | +17.1% | -11.5% | +28.6% | +22.0% |
| 3M | +45.2% | -9.5% | +54.7% | +48.2% |
| 6M | +286.8% | -16.0% | +302.7% | +305.2% |
| YTD | +354.8% | -25.4% | +380.2% | +397.9% |
| 1Y | +358.3% | -21.8% | +380.0% | +388.6% |
| 3Y | +724.9% | +7.0% | +717.9% | +643.7% |
| 5Y | +1,193.7% | -26.0% | +1,219.6% | +1,203.9% |
| 10Y | +4,433.8% | +358.9% | +4,074.9% | +1,992.4% |
| All | +5,074.9% | +353.0% | +4,721.9% | +2,296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling