-2.9%
ADSK vs IDXX
+7.6%
-10.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.5% | -5.7% | +3.2% | -0.8% |
| 30D | -14.9% | -11.5% | -3.3% | -11.7% |
| 3M | +3.3% | -9.5% | +12.9% | +6.6% |
| 6M | -15.7% | -16.0% | +0.3% | -11.4% |
| YTD | -28.2% | -25.4% | -2.8% | -22.3% |
| 1Y | -34.5% | -21.8% | -12.8% | -30.2% |
| 3Y | -2.9% | +7.0% | -9.9% | -7.9% |
| All | -2.9% | +7.6% | -10.5% | -7.9% |
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