+371.8%
DOCN vs IDXX
+9.2%
+362.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.8% | +15.5% | +13.4% |
| 7D | +16.3% | -4.6% | +20.9% | +17.6% |
| 30D | +2.0% | -11.3% | +13.4% | +5.1% |
| 3M | -25.2% | -7.3% | -17.9% | -24.6% |
| 6M | +132.7% | -14.5% | +147.2% | +140.8% |
| YTD | +163.3% | -23.1% | +186.4% | +182.4% |
| 1Y | +280.3% | -20.3% | +300.7% | +300.3% |
| 3Y | +371.8% | +11.7% | +360.2% | +254.0% |
| All | +371.8% | +9.2% | +362.7% | +254.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling