+84.1%
ORCL vs IDXX
-26.3%
+110.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.9% |
| 7D | -0.7% | -4.3% | +3.6% | +0.4% |
| 30D | +5.1% | -13.7% | +18.8% | +9.2% |
| 3M | -23.7% | -9.1% | -14.7% | -22.0% |
| 6M | +3.1% | -15.4% | +18.5% | +7.4% |
| YTD | -20.8% | -25.1% | +4.4% | -14.9% |
| 1Y | -52.9% | -20.6% | -32.3% | -50.6% |
| 3Y | +25.4% | +8.7% | +16.7% | +14.3% |
| All | +84.1% | -26.3% | +110.3% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling