+56,535.2%
IDXX vs DOC
+2,089.4%
+54,445.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -3.5% | -1.5% | -2.1% | -3.1% |
| 30D | -8.4% | -4.8% | -3.7% | -7.2% |
| 3M | -5.2% | +6.9% | -12.1% | -7.2% |
| 6M | -17.5% | +20.7% | -38.2% | -22.4% |
| YTD | -20.9% | +34.1% | -55.0% | -27.9% |
| 1Y | -16.4% | +22.6% | -39.0% | -22.0% |
| 3Y | +4.7% | +20.8% | -16.1% | -2.9% |
| 5Y | -22.2% | -24.9% | +2.6% | -17.6% |
| 10Y | +369.3% | -1.8% | +371.1% | +339.7% |
| All | +56,535.2% | +2,089.4% | +54,445.8% | +18,826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling