+74.0%
ALB vs IDXX
+360.5%
-286.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | -6.6% | -5.7% | -0.9% | -4.4% |
| 30D | -8.1% | -11.5% | +3.4% | -3.6% |
| 3M | -25.7% | -9.5% | -16.1% | -23.2% |
| 6M | -29.5% | -16.0% | -13.5% | -25.5% |
| YTD | -16.2% | -25.4% | +9.2% | -6.8% |
| 1Y | +59.2% | -21.8% | +81.0% | +71.8% |
| 3Y | -33.7% | +7.0% | -40.8% | -40.2% |
| 5Y | -48.1% | -26.0% | -22.2% | -47.0% |
| All | +74.0% | +360.5% | -286.5% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling