+71.4%
XLC vs IDXX
+7.6%
+63.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +0.5% | -5.7% | +6.2% | +1.6% |
| 30D | +2.1% | -11.5% | +13.7% | +4.4% |
| 3M | +0.7% | -9.5% | +10.2% | +2.5% |
| 6M | -3.2% | -16.0% | +12.8% | -0.3% |
| YTD | -3.8% | -25.4% | +21.6% | +1.0% |
| 1Y | -2.0% | -21.8% | +19.7% | +1.7% |
| 3Y | +71.4% | +7.0% | +64.3% | +58.1% |
| All | +71.4% | +7.6% | +63.8% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling