-11.3%
ABT vs IDXX
-26.5%
+15.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.9% | -5.7% | -0.2% | -4.3% |
| 30D | -8.1% | -11.5% | +3.5% | -4.9% |
| 3M | +14.5% | -9.5% | +24.1% | +17.7% |
| 6M | -6.3% | -16.0% | +9.7% | -1.9% |
| YTD | -17.1% | -25.4% | +8.3% | -10.7% |
| 1Y | -21.4% | -21.8% | +0.4% | -16.8% |
| 3Y | +5.9% | +7.0% | -1.1% | -1.4% |
| All | -11.3% | -26.5% | +15.3% | -10.8% |
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