+58.5%
TECK vs IDXX
-20.6%
+79.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -4.1% | -4.8% | +0.7% | -3.2% |
| 30D | +4.3% | -7.5% | +11.8% | +5.9% |
| 3M | +2.3% | -9.1% | +11.5% | +4.2% |
| 6M | +33.9% | -11.2% | +45.1% | +37.2% |
| YTD | +38.8% | -24.7% | +63.5% | +47.7% |
| All | +58.5% | -20.6% | +79.1% | +69.5% |
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