-23.0%
IDXX vs DGX
+66.8%
-89.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -1.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.3% |
| 30D | -11.5% | -1.2% | -10.4% | -11.1% |
| 3M | -9.5% | +15.8% | -25.3% | -16.4% |
| 6M | -16.0% | +18.2% | -34.1% | -23.3% |
| YTD | -25.4% | +37.2% | -62.6% | -37.3% |
| 1Y | -21.8% | +30.4% | -52.1% | -32.5% |
| 3Y | +7.0% | +96.7% | -89.7% | -28.4% |
| All | -23.0% | +66.8% | -89.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling