+149.6%
GOOGL vs IDXX
+7.6%
+142.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | 0.0% | -5.7% | +5.7% | +1.5% |
| 30D | -1.4% | -11.5% | +10.1% | +1.6% |
| 3M | -5.3% | -9.5% | +4.2% | -3.1% |
| 6M | +9.8% | -16.0% | +25.7% | +14.3% |
| YTD | +8.4% | -25.4% | +33.8% | +15.6% |
| 1Y | +41.2% | -21.8% | +63.0% | +48.8% |
| 3Y | +149.6% | +7.0% | +142.5% | +131.0% |
| All | +149.6% | +7.6% | +142.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling