-21.5%
IDXX vs DOC
-24.5%
+3.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | -3.5% | -1.5% | -2.1% | -2.9% |
| 30D | -8.4% | -4.8% | -3.7% | -6.6% |
| 3M | -5.2% | +6.9% | -12.1% | -8.2% |
| 6M | -17.5% | +20.7% | -38.2% | -25.1% |
| YTD | -20.9% | +34.1% | -55.0% | -31.9% |
| 1Y | -16.4% | +22.6% | -39.0% | -25.0% |
| 3Y | +4.7% | +20.8% | -16.1% | -7.5% |
| All | -21.5% | -24.5% | +3.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling