+342.3%
APH vs IDXX
-26.3%
+368.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.8% |
| 7D | -2.2% | -4.3% | +2.1% | -0.8% |
| 30D | -4.0% | -13.7% | +9.6% | +0.6% |
| 3M | +7.7% | -9.1% | +16.8% | +10.3% |
| 6M | +17.8% | -15.4% | +33.2% | +23.6% |
| YTD | +19.2% | -25.1% | +44.3% | +30.2% |
| 1Y | +35.7% | -20.6% | +56.3% | +44.5% |
| 3Y | +282.9% | +8.7% | +274.2% | +245.2% |
| All | +342.3% | -26.3% | +368.6% | +330.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling