+655.9%
STM vs IDXX
+360.5%
+295.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -1.4% | -5.7% | +4.3% | +1.7% |
| 30D | -4.9% | -11.5% | +6.6% | +1.1% |
| 3M | -34.0% | -9.5% | -24.5% | -31.4% |
| 6M | +51.8% | -16.0% | +67.8% | +63.1% |
| YTD | +99.4% | -25.4% | +124.8% | +128.4% |
| 1Y | +99.1% | -21.8% | +120.8% | +119.1% |
| 3Y | +19.5% | +7.0% | +12.4% | +1.4% |
| 5Y | +19.5% | -26.0% | +45.4% | +23.6% |
| All | +655.9% | +360.5% | +295.4% | +160.1% |
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