-18.8%
PYPL vs IDXX
-16.0%
-2.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.4% |
| 7D | +2.7% | -3.5% | +6.2% | +3.9% |
| 30D | -4.9% | -8.4% | +3.6% | -2.1% |
| 3M | +28.9% | -5.2% | +34.1% | +30.6% |
| 6M | +18.2% | -17.5% | +35.7% | +24.0% |
| YTD | -5.0% | -20.9% | +15.8% | +0.2% |
| 1Y | -18.8% | -16.4% | -2.4% | -13.9% |
| All | -18.8% | -16.0% | -2.8% | -13.9% |
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