+1,460.2%
DIS vs IDXX
+54,849.3%
-53,389.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | -3.5% | -4.4% | +0.9% | -2.7% |
| 30D | +1.0% | -13.5% | +14.5% | +3.6% |
| 3M | +5.7% | -11.0% | +16.7% | +7.8% |
| 6M | +3.3% | -15.6% | +18.9% | +6.3% |
| YTD | -7.7% | -23.9% | +16.1% | -3.3% |
| 1Y | -10.0% | -21.4% | +11.5% | -6.5% |
| 3Y | +31.7% | +10.6% | +21.1% | +26.4% |
| 5Y | -42.2% | -23.9% | -18.3% | -41.6% |
| 10Y | +22.3% | +368.4% | -346.1% | -9.4% |
| All | +1,460.2% | +54,849.3% | -53,389.1% | +671.0% |
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 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