+740.9%
SLB vs IDXX
+53,929.9%
-53,189.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.7% |
| 30D | +4.9% | -13.7% | +18.5% | +7.5% |
| 3M | +1.4% | -9.1% | +10.5% | +2.9% |
| 6M | +17.6% | -15.4% | +33.1% | +20.6% |
| YTD | +48.3% | -25.1% | +73.5% | +55.1% |
| 1Y | +58.7% | -20.6% | +79.3% | +63.8% |
| 3Y | +0.6% | +8.7% | -8.2% | -3.2% |
| 5Y | +133.6% | -25.7% | +159.3% | +134.3% |
| 10Y | -4.4% | +360.6% | -365.0% | -31.8% |
| All | +740.9% | +53,929.9% | -53,189.0% | +301.3% |
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