+2,383.0%
INFY vs IDXX
+7,935.0%
-5,552.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -5.4% | -5.7% | +0.3% | -3.7% |
| 30D | -9.9% | -11.5% | +1.7% | -6.5% |
| 3M | -4.6% | -9.5% | +5.0% | -1.7% |
| 6M | -18.5% | -16.0% | -2.5% | -14.3% |
| YTD | -36.5% | -25.4% | -11.1% | -30.9% |
| 1Y | -32.8% | -21.8% | -11.0% | -28.3% |
| 3Y | -32.2% | +7.0% | -39.2% | -36.8% |
| 5Y | -44.7% | -26.0% | -18.7% | -43.9% |
| 10Y | +82.3% | +358.9% | -276.6% | +1.5% |
| All | +2,383.0% | +7,935.0% | -5,552.1% | +546.1% |
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