+75.8%
QCOM vs IDXX
+7.6%
+68.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +7.8% | -5.7% | +13.6% | +9.6% |
| 30D | +12.2% | -11.5% | +23.7% | +16.0% |
| 3M | -9.9% | -9.5% | -0.3% | -7.6% |
| 6M | +36.9% | -16.0% | +52.9% | +42.9% |
| YTD | +8.0% | -25.4% | +33.4% | +16.6% |
| 1Y | +15.0% | -21.8% | +36.8% | +22.0% |
| 3Y | +75.8% | +7.0% | +68.8% | +53.7% |
| All | +75.8% | +7.6% | +68.3% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling