+1,660.3%
PLTR vs IDXX
+31.6%
+1,628.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -4.1% | -5.7% | +1.7% | -0.7% |
| 30D | -2.2% | -11.5% | +9.3% | +4.9% |
| 3M | +27.6% | -9.5% | +37.1% | +35.1% |
| 6M | +10.3% | -16.0% | +26.3% | +21.3% |
| YTD | -5.9% | -25.4% | +19.5% | +10.3% |
| 1Y | +1.7% | -21.8% | +23.5% | +14.8% |
| 3Y | +959.1% | +7.0% | +952.0% | +780.1% |
| 5Y | +536.3% | -26.0% | +562.3% | +491.6% |
| All | +1,660.3% | +31.6% | +1,628.7% | +1,379.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling