+7.4%
IDXX vs RY
+154.7%
-147.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -4.3% | -2.9% | -1.4% | -2.9% |
| 30D | -13.7% | -2.0% | -11.6% | -12.9% |
| 3M | -9.1% | +4.9% | -13.9% | -11.9% |
| 6M | -15.4% | +26.1% | -41.5% | -26.0% |
| YTD | -25.1% | +22.4% | -47.5% | -33.5% |
| 1Y | -20.6% | +44.7% | -65.3% | -35.9% |
| All | +7.4% | +154.7% | -147.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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