+13.3%
ANET vs IDXX
-7.4%
+20.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -10.8% |
| 7D | -13.6% | +16.4% | -30.1% | -12.7% |
| 30D | -26.1% | +30.1% | -56.2% | -25.4% |
| 3M | -19.3% | +14.7% | -34.0% | -17.8% |
| 6M | -6.5% | +19.1% | -25.6% | -5.4% |
| YTD | +21.5% | -0.9% | +22.3% | +28.8% |
| 1Y | +13.3% | -6.9% | +20.2% | +22.9% |
| All | +13.3% | -7.4% | +20.8% | +22.9% |
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