+197.1%
ABT vs IDXX
+360.5%
-163.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -5.9% | -5.7% | -0.2% | -3.8% |
| 30D | -8.1% | -11.5% | +3.5% | -3.9% |
| 3M | +14.5% | -9.5% | +24.1% | +18.7% |
| 6M | -6.3% | -16.0% | +9.7% | -0.5% |
| YTD | -17.1% | -25.4% | +8.3% | -8.4% |
| 1Y | -21.4% | -21.8% | +0.4% | -15.3% |
| 3Y | +5.9% | +7.0% | -1.1% | -4.1% |
| 5Y | -12.8% | -26.0% | +13.2% | -9.8% |
| All | +197.1% | +360.5% | -163.4% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling