+242.8%
IDXX vs DOCU
+104.2%
+138.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +22.6% | -5.5% | +28.2% | +24.3% |
| 30D | +33.4% | +12.6% | +20.8% | +29.4% |
| 3M | +14.6% | +36.4% | -21.8% | +5.5% |
| 6M | +16.7% | +66.8% | -50.1% | +1.7% |
| YTD | -0.1% | +13.5% | -13.5% | -5.3% |
| 1Y | -5.3% | +11.3% | -16.6% | -9.9% |
| 3Y | +59.8% | +92.1% | -32.2% | +23.8% |
| 5Y | +6.1% | -71.0% | +77.0% | +17.9% |
| All | +242.8% | +104.2% | +138.6% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling