-23.0%
IDXX vs S
-69.2%
+46.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.7% | -0.7% | -5.1% | -5.6% |
| 30D | -11.5% | -11.4% | -0.1% | -9.6% |
| 3M | -9.5% | +33.8% | -43.3% | -15.9% |
| 6M | -16.0% | +39.5% | -55.4% | -23.3% |
| YTD | -25.4% | +31.7% | -57.1% | -31.3% |
| 1Y | -21.8% | +7.0% | -28.8% | -25.0% |
| 3Y | +7.0% | +11.8% | -4.7% | -3.7% |
| All | -23.0% | -69.2% | +46.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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