+571.9%
IDXX vs RUN
-34.5%
+606.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -5.7% | -3.7% | -2.0% | -5.4% |
| 30D | -11.5% | -13.0% | +1.5% | -10.3% |
| 3M | -9.5% | -31.8% | +22.3% | -6.1% |
| 6M | -16.0% | -32.2% | +16.3% | -13.3% |
| YTD | -25.4% | -53.5% | +28.1% | -20.9% |
| 1Y | -21.8% | -46.5% | +24.8% | -19.1% |
| 3Y | +7.0% | -37.6% | +44.6% | -5.5% |
| 5Y | -26.0% | -80.9% | +54.9% | -28.6% |
| 10Y | +358.9% | +41.3% | +317.7% | +248.3% |
| All | +571.9% | -34.5% | +606.3% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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