+755.6%
GOOGL vs IDXX
+360.5%
+395.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | 0.0% | -5.7% | +5.7% | +2.4% |
| 30D | -1.4% | -11.5% | +10.1% | +3.6% |
| 3M | -5.3% | -9.5% | +4.2% | -1.7% |
| 6M | +9.8% | -16.0% | +25.7% | +17.3% |
| YTD | +8.4% | -25.4% | +33.8% | +21.1% |
| 1Y | +41.2% | -21.8% | +63.0% | +53.7% |
| 3Y | +149.6% | +7.0% | +142.5% | +123.1% |
| 5Y | +142.6% | -26.0% | +168.5% | +150.7% |
| All | +755.6% | +360.5% | +395.1% | +292.8% |
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