+421.8%
PR vs IDXX
-25.5%
+447.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | +10.4% | -13.7% | +24.1% | +13.8% |
| 3M | +21.1% | -9.1% | +30.2% | +23.0% |
| 6M | +28.8% | -15.4% | +44.2% | +32.4% |
| YTD | +71.8% | -25.1% | +96.9% | +81.7% |
| 1Y | +73.3% | -20.6% | +93.9% | +79.3% |
| 3Y | +85.9% | +8.7% | +77.1% | +67.0% |
| 5Y | +421.8% | -25.7% | +447.4% | +342.4% |
| All | +421.8% | -25.5% | +447.3% | +342.4% |
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