-6.9%
IDXX vs DGX
+45.7%
-52.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +16.4% | +0.7% | +15.7% | +16.2% |
| 30D | +30.1% | +11.5% | +18.6% | +25.7% |
| 3M | +14.7% | +8.4% | +6.3% | +11.5% |
| 6M | +19.1% | +34.5% | -15.4% | +7.1% |
| YTD | -0.9% | +49.3% | -50.1% | -14.7% |
| 1Y | -6.9% | +45.3% | -52.2% | -19.0% |
| All | -6.9% | +45.7% | -52.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling