+936.9%
GSK vs IDXX
+53,734.7%
-52,797.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.5% | -5.7% | +2.2% | -2.8% |
| 30D | -3.4% | -11.5% | +8.1% | -1.9% |
| 3M | -8.1% | -9.5% | +1.4% | -7.0% |
| 6M | -11.1% | -16.0% | +4.8% | -9.2% |
| YTD | +0.7% | -25.4% | +26.1% | +4.5% |
| 1Y | +20.1% | -21.8% | +41.9% | +23.5% |
| 3Y | +46.1% | +7.0% | +39.1% | +42.0% |
| 5Y | +48.2% | -26.0% | +74.2% | +48.9% |
| 10Y | +80.1% | +358.9% | -278.9% | +40.5% |
| All | +936.9% | +53,734.7% | -52,797.8% | +335.4% |
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