-19.8%
IDXX vs S
-56.9%
+37.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -13.7% | -11.8% | -1.9% | -11.7% |
| 3M | -9.1% | +33.9% | -43.0% | -15.3% |
| 6M | -15.4% | +40.1% | -55.5% | -22.6% |
| YTD | -25.1% | +32.1% | -57.2% | -30.9% |
| 1Y | -20.6% | +11.0% | -31.6% | -24.4% |
| 3Y | +8.7% | +16.9% | -8.2% | -2.7% |
| 5Y | -25.7% | -68.9% | +43.2% | -22.5% |
| All | -19.8% | -56.9% | +37.1% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling