-67.9%
XYZ vs IDXX
-26.3%
-41.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | -5.2% | -4.3% | -0.9% | -2.0% |
| 30D | 0.0% | -13.7% | +13.7% | +11.4% |
| 3M | +18.7% | -9.1% | +27.7% | +26.4% |
| 6M | +20.5% | -15.4% | +35.9% | +35.2% |
| YTD | +21.5% | -25.1% | +46.6% | +49.4% |
| 1Y | +7.2% | -20.6% | +27.8% | +23.3% |
| 3Y | +49.0% | +8.7% | +40.2% | +14.5% |
| All | -67.9% | -26.3% | -41.7% | -68.2% |
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