+93.9%
ILMN vs IDXX
-2.6%
+96.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -5.7% |
| 7D | -21.6% | +24.1% | -45.7% | -24.9% |
| 30D | -22.9% | +32.5% | -55.4% | -28.2% |
| 3M | +11.6% | +18.8% | -7.2% | +8.6% |
| 6M | +62.5% | +24.0% | +38.5% | +54.1% |
| YTD | +72.7% | +3.3% | +69.5% | +75.7% |
| 1Y | +93.9% | -3.3% | +97.1% | +102.2% |
| All | +93.9% | -2.6% | +96.5% | +102.2% |
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