+3,947.2%
YUM vs IDXX
+13,138.0%
-9,190.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -6.1% | -5.7% | -0.3% | -4.9% |
| 30D | -5.8% | -11.5% | +5.7% | -3.5% |
| 3M | -7.6% | -9.5% | +1.9% | -6.0% |
| 6M | -9.1% | -16.0% | +6.8% | -6.3% |
| YTD | -5.5% | -25.4% | +19.9% | -0.3% |
| 1Y | -3.7% | -21.8% | +18.1% | +0.2% |
| 3Y | +17.8% | +7.0% | +10.8% | +12.2% |
| 5Y | +19.3% | -26.0% | +45.2% | +20.1% |
| 10Y | +170.7% | +358.9% | -188.2% | +85.9% |
| All | +3,947.2% | +13,138.0% | -9,190.9% | +1,600.1% |
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 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