-20.3%
IDXX vs DOC
+20.2%
-40.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | -11.3% | -3.7% | -7.6% | -10.4% |
| 3M | -7.3% | +5.2% | -12.5% | -8.7% |
| 6M | -14.5% | +22.5% | -37.0% | -19.6% |
| YTD | -23.1% | +33.2% | -56.3% | -30.0% |
| 1Y | -20.3% | +19.8% | -40.1% | -26.5% |
| All | -20.3% | +20.2% | -40.5% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling