-25.8%
ISRG vs IDXX
-16.7%
-9.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.4% |
| 7D | -2.5% | -4.3% | +1.8% | +1.0% |
| 30D | -10.2% | -13.7% | +3.5% | +1.2% |
| 3M | -12.5% | -9.1% | -3.5% | -5.7% |
| 6M | -25.8% | -15.4% | -10.4% | -16.3% |
| All | -25.8% | -16.7% | -9.1% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling