+52,469.4%
QCOM vs IDXX
+33,889.3%
+18,580.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +4.4% | -4.4% | +8.8% | +5.5% |
| 30D | +9.4% | -13.5% | +22.9% | +13.4% |
| 3M | -13.7% | -11.0% | -2.6% | -11.2% |
| 6M | +28.9% | -15.6% | +44.5% | +33.9% |
| YTD | +4.7% | -23.9% | +28.6% | +11.6% |
| 1Y | +13.5% | -21.4% | +34.9% | +19.5% |
| 3Y | +77.1% | +10.6% | +66.5% | +67.1% |
| 5Y | +38.9% | -23.9% | +62.8% | +42.6% |
| 10Y | +281.8% | +368.4% | -86.7% | +158.8% |
| All | +52,469.4% | +33,889.3% | +18,580.1% | +16,207.6% |
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