-40.6%
DIS vs IDXX
-26.5%
-14.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | +7.0% | -9.5% | +16.5% | +10.1% |
| 6M | +6.4% | -16.0% | +22.4% | +11.8% |
| YTD | -5.6% | -25.4% | +19.8% | +2.7% |
| 1Y | -7.7% | -21.8% | +14.1% | -1.7% |
| 3Y | +33.2% | +7.0% | +26.1% | +21.5% |
| All | -40.6% | -26.5% | -14.1% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling