+7.6%
DOCS vs IDXX
+9.2%
-1.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.3% |
| 7D | -7.3% | -4.6% | -2.7% | -5.7% |
| 30D | -10.9% | -11.3% | +0.5% | -7.0% |
| 3M | +20.3% | -7.3% | +27.6% | +23.4% |
| 6M | -3.6% | -14.5% | +10.9% | +1.5% |
| YTD | -44.9% | -23.1% | -21.7% | -39.8% |
| 1Y | -64.9% | -20.3% | -44.6% | -62.1% |
| 3Y | +7.6% | +11.7% | -4.1% | -9.4% |
| All | +7.6% | +9.2% | -1.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling