+362.6%
PSX vs IDXX
-26.5%
+389.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +1.7% | -5.7% | +7.4% | +2.4% |
| 30D | +15.6% | -11.5% | +27.2% | +17.3% |
| 3M | +46.5% | -9.5% | +56.0% | +48.0% |
| 6M | +55.0% | -16.0% | +71.0% | +57.8% |
| YTD | +105.3% | -25.4% | +130.7% | +112.4% |
| 1Y | +101.6% | -21.8% | +123.4% | +106.4% |
| 3Y | +134.1% | +7.0% | +127.1% | +122.9% |
| All | +362.6% | -26.5% | +389.1% | +306.5% |
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 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