+419.8%
TXN vs IDXX
+360.5%
+59.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.0% | -5.7% | +9.7% | +6.4% |
| 30D | -2.9% | -11.5% | +8.7% | +1.9% |
| 3M | -9.1% | -9.5% | +0.4% | -6.0% |
| 6M | +36.6% | -16.0% | +52.6% | +44.7% |
| YTD | +57.5% | -25.4% | +82.9% | +74.7% |
| 1Y | +49.5% | -21.8% | +71.3% | +61.1% |
| 3Y | +76.5% | +7.0% | +69.5% | +56.1% |
| 5Y | +62.4% | -26.0% | +88.3% | +66.0% |
| All | +419.8% | +360.5% | +59.3% | +136.7% |
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