+365.4%
STX vs IDXX
-16.0%
+381.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +6.5% |
| 7D | +2.4% | -3.5% | +5.9% | +1.8% |
| 30D | +1.4% | -8.4% | +9.8% | +0.5% |
| 3M | -8.2% | -5.2% | -3.0% | -8.4% |
| 6M | +127.0% | -17.5% | +144.5% | +133.7% |
| YTD | +209.1% | -20.9% | +230.0% | +222.2% |
| 1Y | +365.4% | -16.4% | +381.8% | +383.5% |
| All | +365.4% | -16.0% | +381.5% | +383.5% |
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