+1,639.5%
DVN vs IDXX
+53,734.7%
-52,095.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.5% | -5.7% | +10.2% | +5.5% |
| 30D | +12.0% | -11.5% | +23.5% | +14.2% |
| 3M | +13.4% | -9.5% | +22.9% | +15.0% |
| 6M | +12.1% | -16.0% | +28.1% | +14.6% |
| YTD | +38.8% | -25.4% | +64.2% | +44.6% |
| 1Y | +46.0% | -21.8% | +67.8% | +50.3% |
| 3Y | +9.5% | +7.0% | +2.5% | +4.7% |
| 5Y | +125.3% | -26.0% | +151.2% | +125.6% |
| 10Y | +66.6% | +358.9% | -292.3% | +21.9% |
| All | +1,639.5% | +53,734.7% | -52,095.2% | +561.4% |
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 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