+2,084.0%
TECK vs IDXX
+6,792.5%
-4,708.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.8% | -5.7% | +1.9% | -1.2% |
| 30D | +0.7% | -11.5% | +12.3% | +6.5% |
| 3M | +4.6% | -9.5% | +14.1% | +8.7% |
| 6M | +25.1% | -16.0% | +41.1% | +34.0% |
| YTD | +39.2% | -25.4% | +64.6% | +57.3% |
| 1Y | +60.3% | -21.8% | +82.1% | +75.4% |
| 3Y | +62.9% | +7.0% | +55.9% | +44.2% |
| 5Y | +181.5% | -26.0% | +207.4% | +185.1% |
| 10Y | +362.3% | +358.9% | +3.4% | +47.4% |
| All | +2,084.0% | +6,792.5% | -4,708.5% | +192.7% |
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