-50.3%
DOCS vs IDXX
-13.3%
-37.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -3.4% |
| 7D | -1.4% | -3.5% | +2.1% | +0.5% |
| 30D | +21.8% | -8.4% | +30.3% | +27.6% |
| 3M | +27.3% | -5.2% | +32.5% | +30.5% |
| 6M | -0.3% | -17.5% | +17.1% | +9.9% |
| YTD | -40.5% | -20.9% | -19.6% | -32.9% |
| 1Y | -61.5% | -16.4% | -45.1% | -58.3% |
| 3Y | +8.2% | +4.7% | +3.5% | -5.1% |
| 5Y | -73.4% | -22.2% | -51.2% | -77.0% |
| All | -50.3% | -13.3% | -37.0% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling