+132.3%
HON vs IDXX
+360.5%
-228.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.5% | -5.7% | +2.3% | -1.9% |
| 30D | -13.8% | -11.5% | -2.2% | -10.9% |
| 3M | -11.7% | -9.5% | -2.1% | -9.5% |
| 6M | -18.7% | -16.0% | -2.8% | -15.1% |
| YTD | +0.2% | -25.4% | +25.6% | +7.9% |
| 1Y | -3.1% | -21.8% | +18.7% | +2.3% |
| 3Y | +17.0% | +7.0% | +9.9% | +8.6% |
| 5Y | +2.0% | -26.0% | +28.0% | +3.6% |
| All | +132.3% | +360.5% | -228.2% | +33.8% |
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