-53.1%
ILMN vs IDXX
-26.5%
-26.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | -5.4% | -5.7% | +0.3% | -2.4% |
| 30D | +7.0% | -11.5% | +18.6% | +13.9% |
| 3M | +24.2% | -9.5% | +33.7% | +30.0% |
| 6M | +69.9% | -16.0% | +85.9% | +84.7% |
| YTD | +57.4% | -25.4% | +82.8% | +81.7% |
| 1Y | +107.9% | -21.8% | +129.7% | +130.7% |
| 3Y | +37.1% | +7.0% | +30.1% | +18.4% |
| All | -53.1% | -26.5% | -26.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling