+310.4%
TMUS vs IDXX
+2,239.9%
-1,929.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -5.8% | -4.3% | -1.5% | -4.4% |
| 30D | -0.2% | -13.7% | +13.4% | +4.7% |
| 3M | -4.0% | -9.1% | +5.1% | -1.0% |
| 6M | -18.1% | -15.4% | -2.7% | -14.1% |
| YTD | -11.3% | -25.1% | +13.8% | -3.5% |
| 1Y | -24.7% | -20.6% | -4.1% | -20.6% |
| 3Y | +35.4% | +8.7% | +26.6% | +20.5% |
| 5Y | +42.4% | -25.7% | +68.1% | +41.6% |
| 10Y | +317.4% | +360.6% | -43.2% | +71.7% |
| All | +310.4% | +2,239.9% | -1,929.5% | -6.0% |
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