+1,856.5%
PFE vs IDXX
+54,849.3%
-52,992.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | -4.3% | -4.4% | +0.2% | -3.7% |
| 30D | +2.7% | -13.5% | +16.2% | +4.7% |
| 3M | +10.0% | -11.0% | +21.0% | +11.6% |
| 6M | +7.2% | -15.6% | +22.8% | +9.4% |
| YTD | +17.3% | -23.9% | +41.2% | +21.3% |
| 1Y | +20.3% | -21.4% | +41.7% | +23.6% |
| 3Y | -1.6% | +10.6% | -12.2% | -5.2% |
| 5Y | -21.4% | -23.9% | +2.5% | -21.6% |
| 10Y | +35.2% | +368.4% | -333.2% | +3.8% |
| All | +1,856.5% | +54,849.3% | -52,992.9% | +754.5% |
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