+46.8%
PYPL vs IDXX
+717.0%
-670.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | -5.9% | -4.3% | -1.6% | -3.9% |
| 30D | -9.4% | -13.7% | +4.2% | -2.9% |
| 3M | +31.3% | -9.1% | +40.4% | +37.2% |
| 6M | +19.1% | -15.4% | +34.5% | +28.6% |
| YTD | -7.9% | -25.1% | +17.2% | +5.6% |
| 1Y | -17.9% | -20.6% | +2.7% | -9.7% |
| 3Y | -11.6% | +8.7% | -20.3% | -23.6% |
| 5Y | -81.0% | -25.7% | -55.4% | -80.4% |
| 10Y | +41.8% | +360.6% | -318.8% | -34.0% |
| All | +46.8% | +717.0% | -670.1% | -42.0% |
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 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