+547.6%
IDXX vs DOC
+21.1%
+526.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.8% | +3.9% |
| 7D | +5.2% | +5.9% | -0.6% | +3.1% |
| 30D | +36.4% | +10.3% | +26.1% | +31.9% |
| 3M | +20.5% | -2.2% | +22.7% | +21.3% |
| 6M | +26.2% | +8.2% | +18.0% | +22.3% |
| YTD | +4.5% | +35.4% | -30.9% | -7.2% |
| 1Y | -0.3% | +23.6% | -23.9% | -8.4% |
| 3Y | +68.8% | +57.3% | +11.5% | +39.7% |
| 5Y | +12.3% | -19.6% | +31.9% | +16.6% |
| 10Y | +547.6% | +20.8% | +526.8% | +490.1% |
| All | +547.6% | +21.1% | +526.6% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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