+25.0%
ORCL vs IDXX
+7.9%
+17.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | -0.7% | -4.3% | +3.6% | +0.3% |
| 30D | +5.1% | -13.7% | +18.8% | +8.7% |
| 3M | -23.7% | -9.1% | -14.7% | -22.2% |
| 6M | +3.1% | -15.4% | +18.5% | +6.8% |
| YTD | -20.8% | -25.1% | +4.4% | -15.7% |
| 1Y | -52.9% | -20.6% | -32.3% | -50.9% |
| All | +25.0% | +7.9% | +17.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling