+37.6%
GILD vs IDXX
-0.8%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.7% | +4.2% | -3.5% | -0.1% |
| 30D | +9.5% | +33.1% | -23.7% | +3.0% |
| 3M | +22.4% | +24.2% | -1.9% | +17.3% |
| 6M | +27.9% | +33.2% | -5.3% | +20.4% |
| YTD | +39.4% | +4.1% | +35.3% | +39.5% |
| 1Y | +37.6% | +0.4% | +37.2% | +38.8% |
| All | +37.6% | -0.8% | +38.4% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling