+267.7%
PR vs IDXX
+12.2%
+255.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +6.0% | +4.2% | +1.8% | +5.2% |
| 30D | -4.2% | +33.1% | -37.3% | -9.9% |
| 3M | +10.0% | +24.2% | -14.3% | +4.8% |
| 6M | +15.6% | +33.2% | -17.6% | +7.8% |
| YTD | +68.2% | +4.1% | +64.1% | +65.9% |
| 1Y | +79.2% | +0.4% | +78.8% | +78.2% |
| 3Y | +94.9% | +62.9% | +32.0% | +57.8% |
| All | +267.7% | +12.2% | +255.4% | +211.0% |
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 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