+1,594.6%
META vs IDXX
+1,564.8%
+29.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +5.2% | +4.2% | +1.0% | +3.4% |
| 30D | -13.0% | +33.1% | -46.1% | -24.2% |
| 3M | +7.9% | +24.2% | -16.3% | -3.4% |
| 6M | +4.2% | +33.2% | -29.0% | -9.8% |
| YTD | -2.5% | +4.1% | -6.6% | -6.4% |
| 1Y | +5.6% | +0.4% | +5.2% | +2.8% |
| 3Y | +96.8% | +62.9% | +33.9% | +42.6% |
| 5Y | +90.0% | +12.1% | +77.9% | +60.3% |
| 10Y | +444.3% | +545.1% | -100.8% | +134.7% |
| All | +1,594.6% | +1,564.8% | +29.7% | +387.4% |
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