+189.3%
DOCN vs IDXX
+3.2%
+186.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.0% |
| 7D | +9.3% | -5.7% | +15.0% | +13.2% |
| 30D | -7.8% | -11.5% | +3.7% | -1.0% |
| 3M | -29.6% | -9.5% | -20.1% | -27.3% |
| 6M | +79.0% | -16.0% | +94.9% | +93.4% |
| YTD | +155.5% | -25.4% | +180.9% | +197.9% |
| 1Y | +236.3% | -21.8% | +258.1% | +272.3% |
| 3Y | +372.0% | +7.0% | +364.9% | +248.4% |
| 5Y | +75.6% | -26.0% | +101.5% | +92.1% |
| All | +189.3% | +3.2% | +186.1% | +122.9% |
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 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