-45.8%
DOCN vs IDXX
+32.4%
-78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.0% |
| 7D | +19.1% | +4.2% | +14.9% | +20.2% |
| 30D | -21.0% | +33.1% | -54.1% | -10.3% |
| 3M | -34.7% | +24.2% | -59.0% | -29.2% |
| 6M | -45.8% | +33.2% | -79.0% | -38.6% |
| All | -45.8% | +32.4% | -78.2% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling