+57,025.5%
MSFT vs IDXX
+53,929.9%
+3,095.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -3.5% | -4.3% | +0.8% | -2.5% |
| 30D | -2.1% | -13.7% | +11.6% | +1.2% |
| 3M | +24.2% | -9.1% | +33.2% | +26.7% |
| 6M | +21.9% | -15.4% | +37.3% | +26.2% |
| YTD | +2.5% | -25.1% | +27.6% | +9.0% |
| 1Y | -0.8% | -20.6% | +19.8% | +3.6% |
| 3Y | +50.8% | +8.7% | +42.0% | +42.8% |
| 5Y | +73.5% | -25.7% | +99.2% | +77.0% |
| 10Y | +886.6% | +360.6% | +526.0% | +591.3% |
| All | +57,025.5% | +53,929.9% | +3,095.7% | +16,198.0% |
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