+77.2%
PR vs IDXX
-20.8%
+98.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.8% | -5.7% | +7.5% | +1.0% |
| 30D | +10.9% | -11.5% | +22.4% | +9.2% |
| 3M | +24.5% | -9.5% | +34.1% | +23.3% |
| 6M | +25.0% | -16.0% | +40.9% | +23.8% |
| YTD | +72.4% | -25.4% | +97.8% | +70.6% |
| 1Y | +77.2% | -21.8% | +99.0% | +72.0% |
| All | +77.2% | -20.8% | +98.0% | +72.0% |
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