+10,979.1%
SYK vs IDXX
+53,929.9%
-42,950.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -12.3% | -4.3% | -8.0% | -11.5% |
| 30D | -22.4% | -13.7% | -8.8% | -20.1% |
| 3M | -12.3% | -9.1% | -3.3% | -10.5% |
| 6M | -24.3% | -15.4% | -8.9% | -21.7% |
| YTD | -22.8% | -25.1% | +2.4% | -18.2% |
| 1Y | -28.8% | -20.6% | -8.2% | -25.7% |
| 3Y | -4.0% | +8.7% | -12.7% | -7.7% |
| 5Y | +3.8% | -25.7% | +29.5% | +6.1% |
| 10Y | +172.8% | +360.6% | -187.8% | +100.4% |
| All | +10,979.1% | +53,929.9% | -42,950.8% | +3,954.4% |
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