+123.4%
ADI vs IDXX
+7.6%
+115.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.0% |
| 7D | +4.6% | -5.7% | +10.3% | +6.4% |
| 30D | -1.2% | -11.5% | +10.4% | +2.4% |
| 3M | -7.8% | -9.5% | +1.7% | -5.5% |
| 6M | +19.3% | -16.0% | +35.3% | +25.0% |
| YTD | +40.9% | -25.4% | +66.3% | +53.3% |
| 1Y | +54.5% | -21.8% | +76.3% | +64.7% |
| 3Y | +123.4% | +7.0% | +116.4% | +96.6% |
| All | +123.4% | +7.6% | +115.9% | +96.6% |
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