-42.4%
RIG vs IDXX
+20,343.5%
-20,385.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -5.7% | +2.7% | -2.0% |
| 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% | -7.7% |
| YTD | +37.3% | -25.4% | +62.7% | +44.3% |
| 1Y | +73.9% | -21.8% | +95.7% | +80.8% |
| 3Y | -30.2% | +7.0% | -37.2% | -33.1% |
| 5Y | +62.5% | -26.0% | +88.4% | +64.2% |
| 10Y | -42.3% | +358.9% | -401.3% | -59.2% |
| All | -42.4% | +20,343.5% | -20,385.9% | -76.3% |
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