+52.3%
XOM vs IDXX
-20.8%
+73.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | +4.1% | -5.7% | +9.8% | +3.3% |
| 30D | +4.6% | -11.5% | +16.1% | +2.9% |
| 3M | +14.0% | -9.5% | +23.5% | +12.7% |
| 6M | +11.0% | -16.0% | +26.9% | +9.4% |
| YTD | +40.7% | -25.4% | +66.1% | +37.7% |
| 1Y | +52.3% | -21.8% | +74.1% | +48.5% |
| All | +52.3% | -20.8% | +73.1% | +48.5% |
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 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