+390.6%
LLY vs IDXX
-26.5%
+417.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.9% | -5.7% | +2.8% | -2.0% |
| 30D | -8.4% | -11.5% | +3.1% | -6.6% |
| 3M | -3.8% | -9.5% | +5.8% | -2.3% |
| 6M | +11.9% | -16.0% | +27.9% | +14.9% |
| YTD | +4.3% | -25.4% | +29.7% | +9.0% |
| 1Y | +48.5% | -21.8% | +70.2% | +53.7% |
| 3Y | +91.2% | +7.0% | +84.2% | +83.8% |
| All | +390.6% | -26.5% | +417.2% | +389.5% |
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