+3,247.7%
GLW vs IDXX
+53,929.9%
-50,682.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +11.7% | -4.3% | +16.0% | +12.7% |
| 30D | +2.7% | -13.7% | +16.3% | +5.7% |
| 3M | -2.8% | -9.1% | +6.2% | -1.6% |
| 6M | +20.2% | -15.4% | +35.6% | +23.1% |
| YTD | +87.3% | -25.1% | +112.4% | +96.5% |
| 1Y | +119.6% | -20.6% | +140.2% | +126.8% |
| 3Y | +453.7% | +8.7% | +444.9% | +422.7% |
| 5Y | +376.1% | -25.7% | +401.8% | +379.0% |
| 10Y | +837.2% | +360.6% | +476.6% | +547.0% |
| All | +3,247.7% | +53,929.9% | -50,682.1% | +1,178.4% |
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