+851.8%
GLW vs IDXX
+360.5%
+491.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +7.8% | -5.7% | +13.6% | +9.7% |
| 30D | -0.4% | -11.5% | +11.1% | +3.2% |
| 3M | -5.6% | -9.5% | +4.0% | -3.8% |
| 6M | +26.7% | -16.0% | +42.7% | +31.6% |
| YTD | +91.0% | -25.4% | +116.4% | +106.1% |
| 1Y | +122.4% | -21.8% | +144.2% | +134.5% |
| 3Y | +471.0% | +7.0% | +464.0% | +410.5% |
| 5Y | +385.6% | -26.0% | +411.6% | +386.4% |
| All | +851.8% | +360.5% | +491.3% | +344.0% |
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