+6,112.5%
TEVA vs IDXX
+53,734.7%
-47,622.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | -5.7% | +7.7% | +3.0% |
| 30D | +1.0% | -11.5% | +12.5% | +2.9% |
| 3M | +7.3% | -9.5% | +16.9% | +8.9% |
| 6M | +21.7% | -16.0% | +37.7% | +24.9% |
| YTD | +18.8% | -25.4% | +44.2% | +24.1% |
| 1Y | +86.5% | -21.8% | +108.2% | +92.7% |
| 3Y | +269.4% | +7.0% | +262.4% | +257.0% |
| 5Y | +303.6% | -26.0% | +329.5% | +307.3% |
| 10Y | -22.9% | +358.9% | -381.9% | -41.6% |
| All | +6,112.5% | +53,734.7% | -47,622.2% | +2,008.4% |
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