+76,375.0%
ROST vs IDXX
+53,734.7%
+22,640.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.2% | -5.7% | +5.9% | +1.3% |
| 30D | -6.9% | -11.5% | +4.7% | -4.7% |
| 3M | -3.3% | -9.5% | +6.2% | -1.7% |
| 6M | +9.0% | -16.0% | +25.0% | +12.4% |
| YTD | +28.9% | -25.4% | +54.3% | +35.5% |
| 1Y | +54.0% | -21.8% | +75.7% | +60.2% |
| 3Y | +100.7% | +7.0% | +93.7% | +93.4% |
| 5Y | +116.0% | -26.0% | +142.0% | +119.3% |
| 10Y | +318.4% | +358.9% | -40.5% | +209.7% |
| All | +76,375.0% | +53,734.7% | +22,640.3% | +26,036.8% |
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 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