+15,238.8%
LLY vs IDXX
+54,849.3%
-39,610.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -3.1% | -4.4% | +1.3% | -2.4% |
| 30D | -8.6% | -13.5% | +4.9% | -6.6% |
| 3M | -1.6% | -11.0% | +9.4% | -0.1% |
| 6M | +11.8% | -15.6% | +27.4% | +14.5% |
| YTD | +5.1% | -23.9% | +29.0% | +9.1% |
| 1Y | +50.7% | -21.4% | +72.1% | +55.4% |
| 3Y | +95.7% | +10.6% | +85.1% | +88.8% |
| 5Y | +390.2% | -23.9% | +414.0% | +390.9% |
| 10Y | +1,580.3% | +368.4% | +1,211.9% | +1,187.6% |
| All | +15,238.8% | +54,849.3% | -39,610.5% | +7,229.7% |
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