+92.1%
DOCN vs IDXX
-25.3%
+117.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +26.5% | -4.4% | +30.9% | +29.7% |
| 30D | +2.3% | -13.5% | +15.8% | +11.2% |
| 3M | -21.2% | -11.0% | -10.2% | -17.6% |
| 6M | +130.6% | -15.6% | +146.2% | +148.5% |
| YTD | +175.7% | -23.9% | +199.6% | +217.2% |
| 1Y | +286.6% | -21.4% | +308.0% | +327.6% |
| 3Y | +394.1% | +10.6% | +383.5% | +253.1% |
| 5Y | +92.1% | -23.9% | +115.9% | +121.8% |
| All | +92.1% | -25.3% | +117.4% | +121.8% |
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