+24.4%
LYB vs IDXX
-16.0%
+40.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.8% |
| 7D | -0.2% | -3.5% | +3.3% | -0.5% |
| 30D | +8.7% | -8.4% | +17.2% | +7.9% |
| 3M | -3.0% | -5.2% | +2.2% | -3.3% |
| 6M | +4.7% | -17.5% | +22.2% | +6.5% |
| YTD | +51.6% | -20.9% | +72.4% | +55.3% |
| 1Y | +24.4% | -16.4% | +40.8% | +26.4% |
| All | +24.4% | -16.0% | +40.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling