+13.8%
IDXX vs DOC
-21.4%
+35.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +4.2% | -0.9% | +5.0% | +4.6% |
| 30D | +33.1% | +7.7% | +25.4% | +28.9% |
| 3M | +24.2% | -2.0% | +26.2% | +25.2% |
| 6M | +33.2% | +5.9% | +27.3% | +29.3% |
| YTD | +4.1% | +31.8% | -27.7% | -9.9% |
| 1Y | +0.4% | +22.5% | -22.1% | -9.9% |
| 3Y | +62.9% | +54.7% | +8.1% | +23.0% |
| All | +13.8% | -21.4% | +35.2% | +32.2% |
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