+976.0%
ILMN vs IDXX
+8,564.8%
-7,588.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | -3.9% | -4.4% | +0.6% | -1.8% |
| 30D | +6.9% | -13.5% | +20.4% | +14.3% |
| 3M | +28.1% | -11.0% | +39.1% | +34.5% |
| 6M | +65.0% | -15.6% | +80.6% | +77.5% |
| YTD | +56.3% | -23.9% | +80.2% | +76.1% |
| 1Y | +108.7% | -21.4% | +130.1% | +129.0% |
| 3Y | +33.1% | +10.6% | +22.5% | +19.1% |
| 5Y | -54.1% | -23.9% | -30.3% | -51.6% |
| 10Y | +27.8% | +368.4% | -340.6% | -41.2% |
| All | +976.0% | +8,564.8% | -7,588.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling