+17,676.1%
ISRG vs IDXX
+8,638.0%
+9,038.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.8% |
| 7D | -2.5% | -4.3% | +1.8% | -0.5% |
| 30D | -10.2% | -13.7% | +3.5% | -3.6% |
| 3M | -12.5% | -9.1% | -3.5% | -8.3% |
| 6M | -25.8% | -15.4% | -10.4% | -19.5% |
| YTD | -36.4% | -25.1% | -11.2% | -27.0% |
| 1Y | -19.9% | -20.6% | +0.7% | -11.3% |
| 3Y | +20.9% | +8.7% | +12.1% | +8.9% |
| 5Y | +5.7% | -25.7% | +31.3% | +12.6% |
| 10Y | +379.7% | +360.6% | +19.1% | +116.7% |
| All | +17,676.1% | +8,638.0% | +9,038.1% | +2,434.0% |
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