+69.1%
OTIS vs IDXX
+147.4%
-78.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | -3.0% | -5.7% | +2.8% | -1.7% |
| 30D | -6.0% | -11.5% | +5.5% | -3.4% |
| 3M | -0.9% | -9.5% | +8.7% | +1.3% |
| 6M | -17.3% | -16.0% | -1.4% | -14.3% |
| YTD | -19.6% | -25.4% | +5.8% | -14.6% |
| 1Y | -21.0% | -21.8% | +0.7% | -17.5% |
| 3Y | -12.1% | +7.0% | -19.1% | -17.8% |
| 5Y | -17.1% | -26.0% | +8.9% | -18.5% |
| All | +69.1% | +147.4% | -78.3% | +13.6% |
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