+2,344.8%
MRK vs IDXX
+53,734.7%
-51,389.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -4.3% | -5.7% | +1.5% | -3.5% |
| 30D | +8.3% | -11.5% | +19.8% | +10.1% |
| 3M | +20.0% | -9.5% | +29.6% | +21.6% |
| 6M | +25.7% | -16.0% | +41.6% | +28.4% |
| YTD | +38.7% | -25.4% | +64.1% | +43.9% |
| 1Y | +74.7% | -21.8% | +96.5% | +79.5% |
| 3Y | +45.4% | +7.0% | +38.3% | +41.0% |
| 5Y | +129.0% | -26.0% | +155.0% | +129.5% |
| 10Y | +228.0% | +358.9% | -130.9% | +152.5% |
| All | +2,344.8% | +53,734.7% | -51,389.9% | +1,061.8% |
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