-15.6%
IDXX vs M
+21.8%
-37.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | -4.4% | -4.1% | -0.4% | -3.3% |
| 30D | -13.5% | -13.6% | +0.1% | -10.1% |
| 3M | -11.0% | -2.3% | -8.7% | -10.3% |
| 6M | -15.6% | +21.9% | -37.5% | -20.2% |
| All | -15.6% | +21.8% | -37.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling