+559.3%
ROKU vs IDXX
+223.5%
+335.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.4% | -5.7% | +5.3% | +3.9% |
| 30D | +2.1% | -11.5% | +13.6% | +11.1% |
| 3M | +29.5% | -9.5% | +39.0% | +37.5% |
| 6M | +53.8% | -16.0% | +69.7% | +71.5% |
| YTD | +42.8% | -25.4% | +68.2% | +73.3% |
| 1Y | +60.7% | -21.8% | +82.5% | +84.7% |
| 3Y | +83.9% | +7.0% | +76.9% | +51.5% |
| 5Y | -52.8% | -26.0% | -26.9% | -48.9% |
| All | +559.3% | +223.5% | +335.8% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling