+4,956.7%
IDXX vs RY
+11,364.1%
-6,407.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -13.5% | -1.9% | -11.6% | -13.0% |
| 3M | -11.0% | +5.1% | -16.1% | -13.0% |
| 6M | -15.6% | +28.2% | -43.8% | -23.6% |
| YTD | -23.9% | +22.9% | -46.7% | -30.0% |
| 1Y | -21.4% | +45.5% | -66.9% | -32.3% |
| 3Y | +10.6% | +156.7% | -146.1% | -23.8% |
| 5Y | -23.9% | +137.7% | -161.6% | -45.9% |
| 10Y | +368.4% | +375.5% | -7.1% | +156.6% |
| All | +4,956.7% | +11,364.1% | -6,407.4% | +1,083.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling