+47.5%
TMUS vs IDXX
-26.5%
+74.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.4% | -5.7% | +6.2% | +1.2% |
| 30D | +3.5% | -11.5% | +15.1% | +5.2% |
| 3M | -1.3% | -9.5% | +8.2% | 0.0% |
| 6M | -13.6% | -16.0% | +2.3% | -11.9% |
| YTD | -8.8% | -25.4% | +16.6% | -5.6% |
| 1Y | -22.9% | -21.8% | -1.1% | -21.0% |
| 3Y | +36.7% | +7.0% | +29.7% | +29.6% |
| All | +47.5% | -26.5% | +74.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling