+16,258.7%
STX vs IDXX
+6,231.6%
+10,027.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.0% |
| 7D | +8.0% | -4.3% | +12.3% | +9.8% |
| 30D | +5.1% | -13.7% | +18.8% | +10.9% |
| 3M | +5.8% | -9.1% | +14.8% | +7.7% |
| 6M | +124.9% | -15.4% | +140.4% | +134.9% |
| YTD | +213.9% | -25.1% | +239.0% | +243.6% |
| 1Y | +350.4% | -20.6% | +371.0% | +377.5% |
| 3Y | +1,314.2% | +8.7% | +1,305.5% | +1,139.7% |
| 5Y | +1,092.8% | -25.7% | +1,118.5% | +1,099.8% |
| 10Y | +3,522.4% | +360.6% | +3,161.8% | +1,380.9% |
| All | +16,258.7% | +6,231.6% | +10,027.0% | +2,158.1% |
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 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