+386.2%
ISRG vs IDXX
+360.5%
+25.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +0.7% | -5.7% | +6.4% | +4.0% |
| 30D | -8.0% | -11.5% | +3.5% | -1.6% |
| 3M | -10.6% | -9.5% | -1.1% | -5.5% |
| 6M | -25.1% | -16.0% | -9.1% | -17.6% |
| YTD | -34.8% | -25.4% | -9.4% | -23.8% |
| 1Y | -19.0% | -21.8% | +2.8% | -8.6% |
| 3Y | +22.1% | +7.0% | +15.1% | +7.3% |
| 5Y | +8.2% | -26.0% | +34.2% | +15.8% |
| All | +386.2% | +360.5% | +25.7% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling