-30.2%
RIG vs IDXX
+7.6%
-37.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -5.7% | +2.7% | -1.9% |
| 30D | -0.5% | -11.5% | +11.0% | +1.8% |
| 3M | -6.0% | -9.5% | +3.6% | -4.5% |
| 6M | -10.1% | -16.0% | +5.8% | -7.5% |
| YTD | +37.3% | -25.4% | +62.7% | +45.4% |
| 1Y | +73.9% | -21.8% | +95.7% | +81.5% |
| 3Y | -30.2% | +7.0% | -37.2% | -38.7% |
| All | -30.2% | +7.6% | -37.7% | -38.7% |
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