+87.0%
PR vs IDXX
-2.6%
+89.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.5% | -5.6% |
| 7D | -12.1% | +24.1% | -36.2% | -6.8% |
| 30D | +0.9% | +32.5% | -31.6% | +8.5% |
| 3M | +10.1% | +18.8% | -8.6% | +16.3% |
| 6M | +1.1% | +24.0% | -22.9% | +8.2% |
| YTD | +63.7% | +3.3% | +60.4% | +74.5% |
| 1Y | +87.0% | -3.3% | +90.3% | +99.0% |
| All | +87.0% | -2.6% | +89.7% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling