+328.9%
ORCL vs IDXX
+360.5%
-31.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -5.4% | -5.7% | +0.4% | -3.7% |
| 30D | -2.0% | -11.5% | +9.6% | +1.6% |
| 3M | -18.1% | -9.5% | -8.5% | -15.9% |
| 6M | -7.2% | -16.0% | +8.7% | -2.7% |
| YTD | -22.2% | -25.4% | +3.2% | -15.6% |
| 1Y | -50.6% | -21.8% | -28.9% | -47.7% |
| 3Y | +22.9% | +7.0% | +15.8% | +13.2% |
| 5Y | +79.3% | -26.0% | +105.2% | +80.5% |
| All | +328.9% | +360.5% | -31.6% | +138.2% |
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