+37.1%
ILMN vs IDXX
+7.6%
+29.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | -5.4% | -5.7% | +0.3% | -3.2% |
| 30D | +7.0% | -11.5% | +18.6% | +12.1% |
| 3M | +24.2% | -9.5% | +33.7% | +28.5% |
| 6M | +69.9% | -16.0% | +85.9% | +80.9% |
| YTD | +57.4% | -25.4% | +82.8% | +75.2% |
| 1Y | +107.9% | -21.8% | +129.7% | +125.3% |
| 3Y | +37.1% | +7.0% | +30.1% | +20.3% |
| All | +37.1% | +7.6% | +29.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling