-23.7%
DOCN vs IDXX
+12.6%
-36.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.1% |
| 7D | +3.7% | +0.6% | +3.1% | +3.9% |
| 30D | -33.7% | +34.1% | -67.8% | -45.3% |
| 3M | -27.9% | +19.8% | -47.7% | -36.8% |
| 6M | -46.4% | +32.1% | -78.5% | -57.1% |
| YTD | +81.1% | +3.9% | +77.3% | +69.7% |
| 1Y | +74.3% | -1.4% | +75.7% | +69.1% |
| 3Y | +245.8% | +63.9% | +182.0% | +82.0% |
| 5Y | -23.7% | +14.2% | -38.0% | -27.6% |
| All | -23.7% | +12.6% | -36.4% | -27.6% |
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