+99.7%
TXN vs IDXX
-2.6%
+102.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.5% |
| 7D | +1.0% | +24.1% | -23.1% | +0.2% |
| 30D | +6.1% | +32.5% | -26.4% | +4.9% |
| 3M | +10.4% | +18.8% | -8.4% | +9.8% |
| 6M | +12.6% | +24.0% | -11.5% | +11.8% |
| YTD | +83.5% | +3.3% | +80.2% | +89.8% |
| 1Y | +99.7% | -3.3% | +103.0% | +112.1% |
| All | +99.7% | -2.6% | +102.4% | +112.1% |
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