+123.9%
SBUX vs IDXX
+360.5%
-236.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -5.7% | +0.2% | -3.5% |
| 30D | -8.5% | -11.5% | +3.1% | -4.5% |
| 3M | -2.9% | -9.5% | +6.6% | +0.2% |
| 6M | -1.5% | -16.0% | +14.4% | +3.9% |
| YTD | +19.4% | -25.4% | +44.8% | +31.1% |
| 1Y | +22.9% | -21.8% | +44.7% | +31.9% |
| 3Y | +11.3% | +7.0% | +4.3% | +2.1% |
| 5Y | -6.9% | -26.0% | +19.1% | -5.6% |
| All | +123.9% | +360.5% | -236.6% | +27.2% |
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