+24.1%
ABBV vs IDXX
-16.0%
+40.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | +0.4% | -3.5% | +3.9% | +0.3% |
| 30D | +4.2% | -8.4% | +12.6% | +4.0% |
| 3M | +14.8% | -5.2% | +20.0% | +14.7% |
| 6M | +10.3% | -17.5% | +27.7% | +8.9% |
| YTD | +14.9% | -20.9% | +35.8% | +13.4% |
| 1Y | +24.1% | -16.4% | +40.5% | +24.5% |
| All | +24.1% | -16.0% | +40.2% | +24.5% |
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