+249.6%
PH vs IDXX
-26.5%
+276.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -1.3% | -5.7% | +4.4% | +0.5% |
| 30D | -11.0% | -11.5% | +0.6% | -7.6% |
| 3M | +5.5% | -9.5% | +15.1% | +8.4% |
| 6M | +1.5% | -16.0% | +17.4% | +6.4% |
| YTD | +8.8% | -25.4% | +34.2% | +18.2% |
| 1Y | +24.5% | -21.8% | +46.3% | +32.4% |
| 3Y | +141.2% | +7.0% | +134.1% | +120.0% |
| All | +249.6% | -26.5% | +276.1% | +233.2% |
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