-23.0%
IDXX vs RY
+136.8%
-159.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -5.7% | -2.2% | -3.5% | -4.4% |
| 30D | -11.5% | -3.6% | -8.0% | -9.7% |
| 3M | -9.5% | +3.9% | -13.5% | -12.3% |
| 6M | -16.0% | +26.4% | -42.4% | -28.3% |
| YTD | -25.4% | +22.3% | -47.7% | -35.1% |
| 1Y | -21.8% | +43.7% | -65.5% | -39.0% |
| 3Y | +7.0% | +154.0% | -146.9% | -44.9% |
| All | -23.0% | +136.8% | -159.8% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling