+2,337.8%
GE vs IDXX
+53,929.9%
-51,592.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -2.8% | -4.3% | +1.5% | -2.0% |
| 30D | -11.9% | -13.7% | +1.7% | -9.6% |
| 3M | +1.8% | -9.1% | +10.9% | +3.4% |
| 6M | -0.6% | -15.4% | +14.8% | +2.3% |
| YTD | +5.5% | -25.1% | +30.6% | +10.8% |
| 1Y | +15.0% | -20.6% | +35.6% | +19.2% |
| 3Y | +269.5% | +8.7% | +260.8% | +256.7% |
| 5Y | +422.4% | -25.7% | +448.1% | +430.4% |
| 10Y | +151.0% | +360.6% | -209.6% | +84.8% |
| All | +2,337.8% | +53,929.9% | -51,592.0% | +978.8% |
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