+59.2%
ALB vs IDXX
-20.8%
+80.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.4% |
| 7D | -6.6% | -5.7% | -0.9% | -6.1% |
| 30D | -8.1% | -11.5% | +3.4% | -7.0% |
| 3M | -25.7% | -9.5% | -16.1% | -25.0% |
| 6M | -29.5% | -16.0% | -13.5% | -27.5% |
| YTD | -16.2% | -25.4% | +9.2% | -11.4% |
| 1Y | +59.2% | -21.8% | +81.0% | +67.8% |
| All | +59.2% | -20.8% | +80.0% | +67.8% |
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 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