-52.0%
ROKU vs IDXX
-26.5%
-25.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.4% | -5.7% | +5.3% | +3.8% |
| 30D | +2.1% | -11.5% | +13.6% | +11.0% |
| 3M | +29.5% | -9.5% | +39.0% | +37.4% |
| 6M | +53.8% | -16.0% | +69.7% | +71.4% |
| YTD | +42.8% | -25.4% | +68.2% | +73.2% |
| 1Y | +60.7% | -21.8% | +82.5% | +84.4% |
| 3Y | +83.9% | +7.0% | +76.9% | +45.4% |
| All | -52.0% | -26.5% | -25.5% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling