+94,122.0%
ORCL vs IDXX
+54,849.3%
+39,272.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +10.9% | -4.4% | +15.3% | +12.1% |
| 30D | +7.0% | -13.5% | +20.5% | +10.9% |
| 3M | -21.2% | -11.0% | -10.2% | -19.0% |
| 6M | +7.4% | -15.6% | +23.0% | +11.7% |
| YTD | -16.3% | -23.9% | +7.6% | -10.7% |
| 1Y | -32.3% | -21.4% | -10.9% | -29.0% |
| 3Y | +32.6% | +10.6% | +22.0% | +24.4% |
| 5Y | +93.1% | -23.9% | +117.0% | +94.8% |
| 10Y | +368.8% | +368.4% | +0.3% | +189.9% |
| All | +94,122.0% | +54,849.3% | +39,272.7% | +15,233.6% |
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