+23.5%
DIS vs IDXX
+360.5%
-337.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.2% | -5.7% | +6.9% | +3.0% |
| 30D | +3.2% | -11.5% | +14.8% | +7.0% |
| 3M | +7.0% | -9.5% | +16.5% | +10.0% |
| 6M | +6.4% | -16.0% | +22.4% | +11.6% |
| YTD | -5.6% | -25.4% | +19.8% | +2.5% |
| 1Y | -7.7% | -21.8% | +14.1% | -1.8% |
| 3Y | +33.2% | +7.0% | +26.1% | +23.5% |
| 5Y | -40.3% | -26.0% | -14.4% | -40.4% |
| All | +23.5% | +360.5% | -337.0% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling