+123.4%
ILMN vs IDXX
-16.0%
+139.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | +1.2% | -3.5% | +4.8% | +2.3% |
| 30D | +9.2% | -8.4% | +17.6% | +12.0% |
| 3M | +29.8% | -5.2% | +35.0% | +31.3% |
| 6M | +69.2% | -17.5% | +86.7% | +76.3% |
| YTD | +66.4% | -20.9% | +87.2% | +74.2% |
| 1Y | +123.4% | -16.4% | +139.8% | +137.6% |
| All | +123.4% | -16.0% | +139.4% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling