-74.0%
DOCS vs IDXX
-23.7%
-50.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -5.7% |
| 7D | -7.3% | -4.6% | -2.7% | -4.8% |
| 30D | -10.9% | -11.3% | +0.5% | -4.6% |
| 3M | +20.3% | -7.3% | +27.6% | +25.1% |
| 6M | -3.6% | -14.5% | +10.9% | +4.5% |
| YTD | -44.9% | -23.1% | -21.7% | -36.6% |
| 1Y | -64.9% | -20.3% | -44.6% | -60.7% |
| 3Y | +7.6% | +11.7% | -4.1% | -11.9% |
| 5Y | -74.0% | -24.4% | -49.6% | -73.3% |
| All | -74.0% | -23.7% | -50.2% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling