+3.3%
DHR vs IDXX
-20.8%
+24.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -5.7% | +2.1% | -1.9% |
| 30D | -2.7% | -11.5% | +8.8% | +0.8% |
| 3M | +10.9% | -9.5% | +20.5% | +14.1% |
| 6M | +3.0% | -16.0% | +19.0% | +7.4% |
| YTD | -12.2% | -25.4% | +13.2% | -7.2% |
| 1Y | +3.3% | -21.8% | +25.1% | +9.9% |
| All | +3.3% | -20.8% | +24.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling