-37.1%
DOCS vs IDXX
+14.1%
-51.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +2.6% | +4.2% | -1.6% | +0.4% |
| 30D | +11.4% | +33.1% | -21.7% | -5.8% |
| 3M | +25.4% | +24.2% | +1.2% | +10.1% |
| 6M | +42.5% | +33.2% | +9.3% | +19.6% |
| YTD | -24.7% | +4.1% | -28.8% | -27.8% |
| 1Y | -32.9% | +0.4% | -33.3% | -34.4% |
| 3Y | +39.6% | +62.9% | -23.3% | -9.0% |
| 5Y | -54.6% | +12.1% | -66.7% | -65.8% |
| All | -37.1% | +14.1% | -51.2% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling