-54.4%
DOCS vs IDXX
-16.6%
-37.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | -8.1% | -4.4% | -3.7% | -5.7% |
| 30D | -5.6% | -13.5% | +7.9% | +2.3% |
| 3M | +18.3% | -11.0% | +29.3% | +25.7% |
| 6M | -5.1% | -15.6% | +10.5% | +3.5% |
| YTD | -45.4% | -23.9% | -21.5% | -37.0% |
| 1Y | -65.2% | -21.4% | -43.8% | -60.8% |
| 3Y | +6.6% | +10.6% | -4.0% | -11.3% |
| 5Y | -76.1% | -23.9% | -52.3% | -78.6% |
| All | -54.4% | -16.6% | -37.8% | -59.6% |
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 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