-57.0%
DOCS vs IDXX
+12.0%
-69.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -1.3% |
| 7D | 0.0% | +5.2% | -5.2% | -2.6% |
| 30D | +7.8% | +36.4% | -28.6% | -10.5% |
| 3M | +20.0% | +20.5% | -0.5% | +6.7% |
| 6M | +26.5% | +26.2% | +0.4% | +9.0% |
| YTD | -25.8% | +4.5% | -30.2% | -29.0% |
| 1Y | -39.5% | -0.3% | -39.2% | -40.5% |
| 3Y | +60.3% | +68.8% | -8.4% | -0.3% |
| 5Y | -57.0% | +12.3% | -69.3% | -66.2% |
| All | -57.0% | +12.0% | -69.1% | -66.2% |
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