+6.4%
OXY vs IDXX
+360.5%
-354.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.8% | -5.7% | +8.6% | +4.1% |
| 30D | +5.5% | -11.5% | +17.0% | +8.1% |
| 3M | +11.3% | -9.5% | +20.8% | +13.2% |
| 6M | +11.6% | -16.0% | +27.6% | +14.7% |
| YTD | +51.6% | -25.4% | +77.0% | +60.0% |
| 1Y | +36.2% | -21.8% | +58.0% | +41.3% |
| 3Y | +1.7% | +7.0% | -5.3% | -6.2% |
| 5Y | +164.5% | -26.0% | +190.4% | +162.7% |
| All | +6.4% | +360.5% | -354.1% | -45.0% |
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