+3,500.3%
XOM vs IDXX
+53,734.7%
-50,234.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +4.1% | -5.7% | +9.8% | +4.7% |
| 30D | +4.6% | -11.5% | +16.1% | +5.9% |
| 3M | +14.0% | -9.5% | +23.5% | +15.0% |
| 6M | +11.0% | -16.0% | +26.9% | +12.6% |
| YTD | +40.7% | -25.4% | +66.1% | +44.5% |
| 1Y | +52.3% | -21.8% | +74.1% | +55.2% |
| 3Y | +60.5% | +7.0% | +53.4% | +55.6% |
| 5Y | +266.4% | -26.0% | +292.4% | +265.1% |
| 10Y | +194.4% | +358.9% | -164.5% | +134.6% |
| All | +3,500.3% | +53,734.7% | -50,234.4% | +2,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling