+369.5%
ALAB vs IDXX
-5.4%
+374.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -6.2% | -5.7% | -0.4% | -4.4% |
| 30D | -8.7% | -11.5% | +2.9% | -5.2% |
| 3M | -20.7% | -9.5% | -11.2% | -19.1% |
| 6M | +133.5% | -16.0% | +149.5% | +144.3% |
| YTD | +75.1% | -25.4% | +100.5% | +91.7% |
| 1Y | +25.0% | -21.8% | +46.8% | +33.2% |
| All | +369.5% | -5.4% | +374.8% | +286.8% |
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