+15.5%
ABNB vs IDXX
+7.6%
+8.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -6.5% | -5.7% | -0.7% | -4.7% |
| 30D | -5.5% | -11.5% | +6.0% | -1.9% |
| 3M | +30.0% | -9.5% | +39.6% | +33.9% |
| 6M | +27.6% | -16.0% | +43.5% | +34.1% |
| YTD | +25.4% | -25.4% | +50.8% | +36.0% |
| 1Y | +38.3% | -21.8% | +60.1% | +47.4% |
| 3Y | +15.5% | +7.0% | +8.5% | +4.9% |
| All | +15.5% | +7.6% | +8.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling