+11.7%
IDXX vs DOCU
+24.7%
-13.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.0% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | -11.3% | +8.0% | -19.3% | -12.6% |
| 3M | -7.3% | +41.0% | -48.3% | -12.6% |
| 6M | -14.5% | +33.7% | -48.2% | -19.0% |
| YTD | -23.1% | -4.9% | -18.3% | -23.5% |
| 1Y | -20.3% | -20.4% | +0.1% | -18.8% |
| 3Y | +11.7% | +29.6% | -17.9% | -6.9% |
| All | +11.7% | +24.7% | -13.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 3y: compounded portfolio wealth divided by compounded DOCU 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…
3y analysis · Full analysis span regression · 6 months rolling