+632.8%
LYB vs IDXX
+1,423.9%
-791.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | -5.7% | +6.0% | +2.0% |
| 30D | +2.5% | -11.5% | +14.0% | +6.0% |
| 3M | +1.4% | -9.5% | +10.9% | +3.9% |
| 6M | -3.5% | -16.0% | +12.5% | +0.1% |
| YTD | +52.0% | -25.4% | +77.4% | +63.1% |
| 1Y | +22.1% | -21.8% | +43.8% | +28.4% |
| 3Y | -22.8% | +7.0% | -29.8% | -29.7% |
| 5Y | -3.4% | -26.0% | +22.6% | -3.7% |
| 10Y | +47.4% | +358.9% | -311.6% | -38.6% |
| All | +632.8% | +1,423.9% | -791.0% | +16.4% |
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 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