+224.4%
MRK vs IDXX
+360.5%
-136.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -4.3% | -5.7% | +1.5% | -3.2% |
| 30D | +8.3% | -11.5% | +19.8% | +10.7% |
| 3M | +20.0% | -9.5% | +29.6% | +22.1% |
| 6M | +25.7% | -16.0% | +41.6% | +29.3% |
| YTD | +38.7% | -25.4% | +64.1% | +45.7% |
| 1Y | +74.7% | -21.8% | +96.5% | +81.1% |
| 3Y | +45.4% | +7.0% | +38.3% | +38.4% |
| 5Y | +129.0% | -26.0% | +155.0% | +134.4% |
| All | +224.4% | +360.5% | -136.1% | +94.3% |
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