+8.6%
ALB vs IDXX
-2.6%
+11.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.9% | +1.4% | +5.0% |
| 7D | -2.1% | +24.1% | -26.1% | -3.2% |
| 30D | -9.0% | +32.5% | -41.5% | -10.9% |
| 3M | -21.1% | +18.8% | -39.9% | -21.6% |
| 6M | -49.9% | +24.0% | -74.0% | -50.4% |
| YTD | -32.3% | +3.3% | -35.5% | -26.6% |
| 1Y | +8.6% | -3.3% | +11.9% | +20.3% |
| All | +8.6% | -2.6% | +11.2% | +20.3% |
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