-5.8%
SLB vs IDXX
+360.5%
-366.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.5% | -5.7% | +3.2% | -1.5% |
| 30D | +7.1% | -11.5% | +18.7% | +9.4% |
| 3M | +0.6% | -9.5% | +10.2% | +2.3% |
| 6M | +17.6% | -16.0% | +33.6% | +20.9% |
| YTD | +48.5% | -25.4% | +73.9% | +55.8% |
| 1Y | +59.4% | -21.8% | +81.2% | +65.3% |
| 3Y | -0.4% | +7.0% | -7.4% | -4.8% |
| 5Y | +133.8% | -26.0% | +159.7% | +133.8% |
| All | -5.8% | +360.5% | -366.3% | -40.2% |
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