-23.0%
IDXX vs TENB
-35.4%
+12.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.3% |
| 7D | -5.7% | -12.1% | +6.4% | -2.3% |
| 30D | -11.5% | -18.6% | +7.1% | -6.9% |
| 3M | -9.5% | +12.1% | -21.6% | -15.2% |
| 6M | -16.0% | +46.8% | -62.8% | -29.1% |
| YTD | -25.4% | +28.0% | -53.4% | -34.6% |
| 1Y | -21.8% | -1.4% | -20.4% | -25.0% |
| 3Y | +7.0% | -33.9% | +41.0% | +13.9% |
| All | -23.0% | -35.4% | +12.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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