+878.4%
MSFT vs IDXX
+360.5%
+517.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.8% | -5.7% | +4.9% | +1.6% |
| 30D | +0.8% | -11.5% | +12.4% | +5.9% |
| 3M | +27.2% | -9.5% | +36.8% | +32.1% |
| 6M | +22.9% | -16.0% | +38.9% | +31.1% |
| YTD | +3.1% | -25.4% | +28.5% | +15.3% |
| 1Y | -0.3% | -21.8% | +21.5% | +8.0% |
| 3Y | +50.1% | +7.0% | +43.1% | +32.0% |
| 5Y | +74.6% | -26.0% | +100.6% | +79.9% |
| All | +878.4% | +360.5% | +517.9% | +343.9% |
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