+780.7%
GOOG vs IDXX
+360.5%
+420.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | -5.7% | +5.8% | +2.5% |
| 30D | -2.0% | -11.5% | +9.6% | +3.0% |
| 3M | -5.9% | -9.5% | +3.7% | -2.3% |
| 6M | +8.9% | -16.0% | +24.9% | +16.3% |
| YTD | +7.1% | -25.4% | +32.5% | +19.6% |
| 1Y | +39.7% | -21.8% | +61.5% | +51.9% |
| 3Y | +145.8% | +7.0% | +138.8% | +119.7% |
| 5Y | +138.6% | -26.0% | +164.6% | +146.3% |
| All | +780.7% | +360.5% | +420.2% | +303.5% |
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