-19.0%
PFE vs IDXX
-26.5%
+7.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -2.6% | -5.7% | +3.2% | -1.9% |
| 30D | +5.4% | -11.5% | +16.9% | +6.8% |
| 3M | +7.8% | -9.5% | +17.3% | +8.9% |
| 6M | +5.0% | -16.0% | +21.0% | +6.9% |
| YTD | +17.1% | -25.4% | +42.5% | +20.7% |
| 1Y | +19.3% | -21.8% | +41.1% | +22.2% |
| 3Y | -0.9% | +7.0% | -8.0% | -4.3% |
| All | -19.0% | -26.5% | +7.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling