-13.3%
TSLA vs IDXX
-2.6%
-10.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -3.6% |
| 7D | -4.7% | +24.1% | -28.8% | -6.2% |
| 30D | +1.7% | +32.5% | -30.8% | -0.6% |
| 3M | +17.7% | +18.8% | -1.1% | +16.9% |
| 6M | -1.9% | +24.0% | -25.9% | -3.1% |
| YTD | -14.3% | +3.3% | -17.6% | -10.3% |
| 1Y | -13.3% | -3.3% | -10.0% | -7.7% |
| All | -13.3% | -2.6% | -10.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling