+32,991.5%
GILD vs IDXX
+33,546.7%
-555.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -5.7% | +0.9% | -3.5% |
| 30D | +5.8% | -11.5% | +17.3% | +8.8% |
| 3M | +14.9% | -9.5% | +24.5% | +17.5% |
| 6M | -0.4% | -16.0% | +15.6% | +3.4% |
| YTD | +18.5% | -25.4% | +43.9% | +26.3% |
| 1Y | +25.1% | -21.8% | +46.9% | +31.3% |
| 3Y | +105.9% | +7.0% | +98.9% | +95.1% |
| 5Y | +143.0% | -26.0% | +168.9% | +144.3% |
| 10Y | +162.4% | +358.9% | -196.6% | +61.8% |
| All | +32,991.5% | +33,546.7% | -555.1% | +3,908.4% |
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