+2,157.9%
PEP vs IDXX
+53,929.9%
-51,771.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -1.4% | -4.3% | +2.9% | -0.9% |
| 30D | -0.2% | -13.7% | +13.4% | +1.4% |
| 3M | -4.3% | -9.1% | +4.7% | -3.4% |
| 6M | -13.2% | -15.4% | +2.2% | -11.8% |
| YTD | -1.9% | -25.1% | +23.2% | +0.9% |
| 1Y | -0.3% | -20.6% | +20.3% | +1.6% |
| 3Y | -13.6% | +8.7% | -22.4% | -15.9% |
| 5Y | +3.4% | -25.7% | +29.1% | +3.4% |
| 10Y | +79.0% | +360.6% | -281.6% | +47.9% |
| All | +2,157.9% | +53,929.9% | -51,771.9% | +1,068.6% |
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