+10,224.2%
IDXX vs A
+428.5%
+9,795.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.4% |
| 7D | -4.3% | -4.6% | +0.3% | -3.0% |
| 30D | -13.7% | -4.3% | -9.4% | -12.6% |
| 3M | -9.1% | +8.9% | -18.0% | -11.4% |
| 6M | -15.4% | +24.5% | -39.9% | -20.9% |
| YTD | -25.1% | +5.8% | -30.9% | -26.7% |
| 1Y | -20.6% | +16.2% | -36.8% | -24.5% |
| 3Y | +8.7% | +28.5% | -19.7% | -0.2% |
| 5Y | -25.7% | -16.3% | -9.4% | -23.3% |
| 10Y | +360.6% | +244.9% | +115.7% | +241.6% |
| All | +10,224.2% | +428.5% | +9,795.7% | +6,363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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