+210.0%
SHEL vs IDXX
+360.5%
-150.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.1% | -5.7% | +9.8% | +4.9% |
| 30D | +8.4% | -11.5% | +19.9% | +10.1% |
| 3M | +13.7% | -9.5% | +23.2% | +15.0% |
| 6M | +12.7% | -16.0% | +28.7% | +14.9% |
| YTD | +35.3% | -25.4% | +60.7% | +40.2% |
| 1Y | +39.4% | -21.8% | +61.1% | +42.8% |
| 3Y | +71.5% | +7.0% | +64.4% | +62.8% |
| 5Y | +195.0% | -26.0% | +221.0% | +195.8% |
| All | +210.0% | +360.5% | -150.5% | +104.8% |
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 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