+13,449.8%
GOOG vs IDXX
+4,015.0%
+9,434.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | -5.7% | +5.8% | +2.4% |
| 30D | -2.0% | -11.5% | +9.6% | +2.9% |
| 3M | -5.9% | -9.5% | +3.7% | -2.4% |
| 6M | +8.9% | -16.0% | +24.9% | +16.1% |
| YTD | +7.1% | -25.4% | +32.5% | +19.3% |
| 1Y | +39.7% | -21.8% | +61.5% | +51.6% |
| 3Y | +145.8% | +7.0% | +138.8% | +122.6% |
| 5Y | +138.6% | -26.0% | +164.6% | +145.7% |
| 10Y | +791.5% | +358.9% | +432.6% | +318.7% |
| All | +13,449.8% | +4,015.0% | +9,434.8% | +2,425.5% |
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 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