+236.1%
ALNY vs IDXX
+360.5%
-124.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -6.5% | -5.7% | -0.8% | -4.5% |
| 30D | +11.0% | -11.5% | +22.6% | +16.2% |
| 3M | -14.1% | -9.5% | -4.5% | -10.9% |
| 6M | -22.4% | -16.0% | -6.4% | -17.5% |
| YTD | -37.5% | -25.4% | -12.1% | -30.7% |
| 1Y | -46.9% | -21.8% | -25.2% | -42.9% |
| 3Y | +22.1% | +7.0% | +15.0% | +9.9% |
| 5Y | +31.2% | -26.0% | +57.1% | +32.0% |
| All | +236.1% | +360.5% | -124.4% | +54.7% |
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