+50.0%
ADP vs IDXX
-26.5%
+76.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.8% | -5.7% | +3.0% | -1.3% |
| 30D | +0.2% | -11.5% | +11.8% | +3.4% |
| 3M | +20.5% | -9.5% | +30.0% | +23.5% |
| 6M | +28.8% | -16.0% | +44.7% | +34.1% |
| YTD | +6.6% | -25.4% | +32.0% | +14.2% |
| 1Y | -6.9% | -21.8% | +14.9% | -2.0% |
| 3Y | +16.1% | +7.0% | +9.1% | +7.2% |
| All | +50.0% | -26.5% | +76.5% | +44.7% |
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 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