+755.7%
TEAM vs IDXX
+627.9%
+127.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -5.2% | -5.7% | +0.5% | -1.7% |
| 30D | +15.8% | -11.5% | +27.3% | +24.5% |
| 3M | +101.5% | -9.5% | +111.0% | +114.1% |
| 6M | +138.2% | -16.0% | +154.1% | +163.6% |
| YTD | +10.8% | -25.4% | +36.2% | +31.5% |
| 1Y | +1.7% | -21.8% | +23.5% | +16.0% |
| 3Y | -16.0% | +7.0% | -23.1% | -27.4% |
| 5Y | -52.7% | -26.0% | -26.8% | -49.1% |
| 10Y | +509.6% | +358.9% | +150.6% | +171.6% |
| All | +755.7% | +627.9% | +127.9% | +203.2% |
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