+88.7%
RIG vs IDXX
-16.0%
+104.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | +0.9% | -3.5% | +4.4% | +1.2% |
| 30D | +13.8% | -8.4% | +22.3% | +15.0% |
| 3M | -6.4% | -5.2% | -1.2% | -6.0% |
| 6M | -8.2% | -17.5% | +9.3% | -3.9% |
| YTD | +41.6% | -20.9% | +62.5% | +49.2% |
| 1Y | +88.7% | -16.4% | +105.1% | +94.5% |
| All | +88.7% | -16.0% | +104.8% | +94.5% |
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