+7.9%
QCOM vs IDXX
-16.0%
+23.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | +3.3% | -3.5% | +6.9% | +4.3% |
| 30D | +7.7% | -8.4% | +16.1% | +10.0% |
| 3M | -30.1% | -5.2% | -24.9% | -29.2% |
| 6M | +22.8% | -17.5% | +40.3% | +28.9% |
| YTD | +0.2% | -20.9% | +21.1% | +6.1% |
| 1Y | +7.9% | -16.4% | +24.3% | +12.7% |
| All | +7.9% | -16.0% | +23.9% | +12.7% |
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