+1.7%
OXY vs IDXX
+7.6%
-5.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | -5.7% | +8.6% | +3.3% |
| 30D | +5.5% | -11.5% | +17.0% | +6.4% |
| 3M | +11.3% | -9.5% | +20.8% | +12.0% |
| 6M | +11.6% | -16.0% | +27.6% | +13.0% |
| YTD | +51.6% | -25.4% | +77.0% | +56.0% |
| 1Y | +36.2% | -21.8% | +58.0% | +38.7% |
| 3Y | +1.7% | +7.0% | -5.3% | -7.9% |
| All | +1.7% | +7.6% | -5.8% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling