+409.4%
GE vs IDXX
-26.5%
+435.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.0% | -5.7% | +1.7% | -2.3% |
| 30D | -11.4% | -11.5% | +0.1% | -8.1% |
| 3M | -2.6% | -9.5% | +6.9% | 0.0% |
| 6M | -0.3% | -16.0% | +15.6% | +4.6% |
| YTD | +5.4% | -25.4% | +30.8% | +14.4% |
| 1Y | +15.5% | -21.8% | +37.3% | +23.1% |
| 3Y | +260.8% | +7.0% | +253.7% | +233.1% |
| All | +409.4% | -26.5% | +435.9% | +362.7% |
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