+203.6%
TGT vs IDXX
+360.5%
-156.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -5.2% | -5.7% | +0.5% | -3.7% |
| 30D | +1.2% | -11.5% | +12.7% | +4.6% |
| 3M | +18.4% | -9.5% | +27.9% | +21.5% |
| 6M | +33.4% | -16.0% | +49.4% | +39.4% |
| YTD | +63.8% | -25.4% | +89.2% | +76.2% |
| 1Y | +77.2% | -21.8% | +98.9% | +87.0% |
| 3Y | +41.8% | +7.0% | +34.7% | +31.7% |
| 5Y | -25.5% | -26.0% | +0.4% | -27.0% |
| All | +203.6% | +360.5% | -156.9% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling