+201.1%
WELL vs IDXX
-26.5%
+227.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | -5.7% | +5.5% | +0.7% |
| 30D | +2.3% | -11.5% | +13.9% | +4.4% |
| 3M | +12.3% | -9.5% | +21.8% | +13.9% |
| 6M | +15.6% | -16.0% | +31.5% | +18.5% |
| YTD | +28.3% | -25.4% | +53.7% | +34.2% |
| 1Y | +41.9% | -21.8% | +63.7% | +46.6% |
| 3Y | +198.3% | +7.0% | +191.3% | +180.8% |
| All | +201.1% | -26.5% | +227.6% | +179.5% |
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