+164.6%
DOCN vs IDXX
+9.5%
+155.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.1% |
| 7D | +1.1% | -3.5% | +4.7% | +3.4% |
| 30D | -9.6% | -8.4% | -1.2% | -4.9% |
| 3M | -37.7% | -5.2% | -32.5% | -37.4% |
| 6M | +115.2% | -17.5% | +132.7% | +136.5% |
| YTD | +133.7% | -20.9% | +154.6% | +163.2% |
| 1Y | +250.2% | -16.4% | +266.6% | +272.4% |
| 3Y | +320.3% | +4.7% | +315.6% | +226.6% |
| 5Y | +53.1% | -22.2% | +75.3% | +62.9% |
| All | +164.6% | +9.5% | +155.2% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling