+433.3%
KLAC vs IDXX
-26.5%
+459.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | -2.7% | -5.7% | +3.1% | 0.0% |
| 30D | -13.2% | -11.5% | -1.6% | -8.2% |
| 3M | -25.0% | -9.5% | -15.5% | -22.7% |
| 6M | +23.6% | -16.0% | +39.6% | +31.7% |
| YTD | +49.2% | -25.4% | +74.6% | +69.0% |
| 1Y | +89.3% | -21.8% | +111.1% | +107.3% |
| 3Y | +274.4% | +7.0% | +267.3% | +223.2% |
| All | +433.3% | -26.5% | +459.8% | +440.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling