+20,880.6%
PH vs IDXX
+53,929.9%
-33,049.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.1% | -4.3% | +1.2% | -2.3% |
| 30D | -11.8% | -13.7% | +1.9% | -9.3% |
| 3M | +6.9% | -9.1% | +16.0% | +8.6% |
| 6M | -1.3% | -15.4% | +14.1% | +1.6% |
| YTD | +7.0% | -25.1% | +32.1% | +12.6% |
| 1Y | +23.1% | -20.6% | +43.7% | +27.7% |
| 3Y | +135.4% | +8.7% | +126.6% | +126.2% |
| 5Y | +250.3% | -25.7% | +276.0% | +256.1% |
| 10Y | +798.0% | +360.6% | +437.4% | +561.0% |
| All | +20,880.6% | +53,929.9% | -33,049.2% | +10,013.0% |
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