+46.3%
LYB vs IDXX
+360.5%
-314.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -5.7% | +6.0% | +1.5% |
| 30D | +2.5% | -11.5% | +14.0% | +5.1% |
| 3M | +1.4% | -9.5% | +10.9% | +3.3% |
| 6M | -3.5% | -16.0% | +12.5% | -0.8% |
| YTD | +52.0% | -25.4% | +77.4% | +60.6% |
| 1Y | +22.1% | -21.8% | +43.8% | +27.0% |
| 3Y | -22.8% | +7.0% | -29.8% | -28.4% |
| 5Y | -3.4% | -26.0% | +22.6% | -4.4% |
| All | +46.3% | +360.5% | -314.2% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling