+4,738.6%
OMC vs IDXX
+53,734.7%
-48,996.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -5.7% | +1.4% | -3.5% |
| 30D | -7.6% | -11.5% | +3.9% | -5.8% |
| 3M | +4.5% | -9.5% | +14.1% | +6.2% |
| 6M | -0.3% | -16.0% | +15.7% | +2.4% |
| YTD | -0.1% | -25.4% | +25.3% | +4.4% |
| 1Y | +4.6% | -21.8% | +26.4% | +8.2% |
| 3Y | +10.5% | +7.0% | +3.4% | +7.1% |
| 5Y | +31.7% | -26.0% | +57.7% | +33.1% |
| 10Y | +33.5% | +358.9% | -325.4% | 0.0% |
| All | +4,738.6% | +53,734.7% | -48,996.1% | +2,275.6% |
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