+123.8%
STX vs IDXX
-2.6%
+126.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.1% | -7.0% |
| 7D | -20.2% | +24.1% | -44.3% | -14.2% |
| 30D | -37.2% | +32.5% | -69.7% | -31.3% |
| 3M | -34.1% | +18.8% | -52.8% | -29.4% |
| 6M | -24.5% | +24.0% | -48.5% | -17.7% |
| YTD | +102.9% | +3.3% | +99.7% | +137.4% |
| 1Y | +123.8% | -3.3% | +127.1% | +170.0% |
| All | +123.8% | -2.6% | +126.4% | +170.0% |
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