+2,294.3%
IBM vs IDXX
+53,734.7%
-51,440.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.0% |
| 7D | +3.6% | -5.7% | +9.3% | +4.4% |
| 30D | +3.1% | -11.5% | +14.6% | +4.8% |
| 3M | -10.8% | -9.5% | -1.3% | -9.5% |
| 6M | -0.8% | -16.0% | +15.1% | +1.6% |
| YTD | -16.2% | -25.4% | +9.2% | -12.7% |
| 1Y | -2.9% | -21.8% | +18.9% | +0.2% |
| 3Y | +79.8% | +7.0% | +72.8% | +75.3% |
| 5Y | +124.9% | -26.0% | +150.8% | +126.7% |
| 10Y | +147.9% | +358.9% | -211.1% | +94.3% |
| All | +2,294.3% | +53,734.7% | -51,440.4% | +1,139.7% |
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