+69.5%
T vs IDXX
-26.5%
+96.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.5% | -5.7% | +7.2% | +1.9% |
| 30D | +7.5% | -11.5% | +19.0% | +8.3% |
| 3M | +14.8% | -9.5% | +24.4% | +15.6% |
| 6M | -1.7% | -16.0% | +14.2% | -0.7% |
| YTD | +8.7% | -25.4% | +34.1% | +10.6% |
| 1Y | -7.5% | -21.8% | +14.3% | -6.3% |
| 3Y | +110.2% | +7.0% | +103.2% | +103.9% |
| All | +69.5% | -26.5% | +96.1% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling