+147.5%
GE vs IDXX
+360.5%
-213.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.0% | -5.7% | +1.7% | -2.4% |
| 30D | -11.4% | -11.5% | +0.1% | -8.4% |
| 3M | -2.6% | -9.5% | +6.9% | -0.2% |
| 6M | -0.3% | -16.0% | +15.6% | +4.3% |
| YTD | +5.4% | -25.4% | +30.8% | +13.7% |
| 1Y | +15.5% | -21.8% | +37.3% | +22.5% |
| 3Y | +260.8% | +7.0% | +253.7% | +238.7% |
| 5Y | +421.6% | -26.0% | +447.6% | +420.6% |
| All | +147.5% | +360.5% | -213.0% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling