+651.5%
ADI vs IDXX
+360.5%
+291.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.0% |
| 7D | +4.6% | -5.7% | +10.3% | +7.2% |
| 30D | -1.2% | -11.5% | +10.4% | +4.0% |
| 3M | -7.8% | -9.5% | +1.7% | -4.6% |
| 6M | +19.3% | -16.0% | +35.3% | +27.1% |
| YTD | +40.9% | -25.4% | +66.3% | +58.0% |
| 1Y | +54.5% | -21.8% | +76.3% | +68.1% |
| 3Y | +123.4% | +7.0% | +116.4% | +98.6% |
| 5Y | +142.3% | -26.0% | +168.3% | +149.8% |
| All | +651.5% | +360.5% | +291.0% | +240.5% |
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 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