+143.8%
IBM vs IDXX
+360.5%
-216.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.0% |
| 7D | +3.6% | -5.7% | +9.3% | +5.0% |
| 30D | +3.1% | -11.5% | +14.6% | +6.0% |
| 3M | -10.8% | -9.5% | -1.3% | -8.7% |
| 6M | -0.8% | -16.0% | +15.1% | +3.1% |
| YTD | -16.2% | -25.4% | +9.2% | -10.6% |
| 1Y | -2.9% | -21.8% | +18.9% | +2.1% |
| 3Y | +79.8% | +7.0% | +72.8% | +71.4% |
| 5Y | +124.9% | -26.0% | +150.8% | +130.2% |
| All | +143.8% | +360.5% | -216.7% | +44.3% |
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