+103.5%
IDXX vs TENB
-9.4%
+112.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 6M | -16.0% | +46.8% | -62.8% | -28.2% |
| YTD | -25.4% | +28.0% | -53.4% | -34.1% |
| 1Y | -21.8% | -1.4% | -20.4% | -25.1% |
| 3Y | +7.0% | -33.9% | +41.0% | +12.8% |
| 5Y | -26.0% | -34.6% | +8.7% | -25.2% |
| All | +103.5% | -9.4% | +112.9% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling