+361.0%
ORLY vs IDXX
+360.5%
+0.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -2.4% | -5.7% | +3.4% | -1.0% |
| 30D | -6.8% | -11.5% | +4.8% | -4.1% |
| 3M | -4.8% | -9.5% | +4.8% | -2.7% |
| 6M | -9.1% | -16.0% | +6.9% | -5.8% |
| YTD | -5.9% | -25.4% | +19.5% | 0.0% |
| 1Y | -20.4% | -21.8% | +1.4% | -16.9% |
| 3Y | +36.6% | +7.0% | +29.5% | +27.6% |
| 5Y | +117.3% | -26.0% | +143.3% | +120.6% |
| All | +361.0% | +360.5% | +0.5% | +167.0% |
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