+1,132.9%
PSX vs IDXX
+1,086.3%
+46.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +1.7% | -5.7% | +7.4% | +2.9% |
| 30D | +15.6% | -11.5% | +27.2% | +18.4% |
| 3M | +46.5% | -9.5% | +56.0% | +48.9% |
| 6M | +55.0% | -16.0% | +71.0% | +59.3% |
| YTD | +105.3% | -25.4% | +130.7% | +115.8% |
| 1Y | +101.6% | -21.8% | +123.4% | +108.9% |
| 3Y | +134.1% | +7.0% | +127.1% | +121.1% |
| 5Y | +368.7% | -26.0% | +394.6% | +369.0% |
| 10Y | +384.1% | +358.9% | +25.2% | +183.2% |
| All | +1,132.9% | +1,086.3% | +46.6% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling