+24.5%
ALAB vs IDXX
-2.6%
+27.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.4% | -3.1% |
| 7D | -24.9% | +24.1% | -49.0% | -18.1% |
| 30D | -38.4% | +32.5% | -70.9% | -31.7% |
| 3M | -38.3% | +18.8% | -57.0% | -32.8% |
| 6M | +10.9% | +24.0% | -13.1% | +23.1% |
| YTD | +34.2% | +3.3% | +31.0% | +51.2% |
| 1Y | +24.5% | -3.3% | +27.8% | +42.5% |
| All | +24.5% | -2.6% | +27.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling