+53,289.7%
IDXX vs RJF
+20,244.1%
+33,045.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.7% | -2.7% | -3.0% | -5.0% |
| 30D | -11.5% | -4.3% | -7.3% | -10.5% |
| 3M | -9.5% | +15.7% | -25.3% | -13.1% |
| 6M | -16.0% | +17.8% | -33.8% | -19.7% |
| YTD | -25.4% | +9.2% | -34.6% | -27.4% |
| 1Y | -21.8% | +2.8% | -24.5% | -22.7% |
| 3Y | +7.0% | +69.5% | -62.4% | -8.4% |
| 5Y | -26.0% | +105.9% | -131.9% | -40.3% |
| 10Y | +358.9% | +424.9% | -65.9% | +177.1% |
| All | +53,289.7% | +20,244.1% | +33,045.6% | +11,342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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