+99.6%
STM vs IDXX
-16.0%
+115.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +5.8% | -3.5% | +9.3% | +6.1% |
| 30D | -1.0% | -8.4% | +7.4% | -0.1% |
| 3M | -33.3% | -5.2% | -28.1% | -32.9% |
| 6M | +57.4% | -17.5% | +74.8% | +63.8% |
| YTD | +102.2% | -20.9% | +123.1% | +112.6% |
| 1Y | +99.6% | -16.4% | +116.0% | +106.9% |
| All | +99.6% | -16.0% | +115.6% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling