-18.4%
APTV vs IDXX
+360.5%
-378.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -5.0% | -5.7% | +0.7% | -2.5% |
| 30D | -6.1% | -11.5% | +5.5% | -0.9% |
| 3M | -33.0% | -9.5% | -23.5% | -30.5% |
| 6M | -35.2% | -16.0% | -19.3% | -30.7% |
| YTD | -40.1% | -25.4% | -14.8% | -32.6% |
| 1Y | -45.6% | -21.8% | -23.8% | -40.6% |
| 3Y | -54.4% | +7.0% | -61.4% | -59.6% |
| 5Y | -68.9% | -26.0% | -42.9% | -68.4% |
| All | -18.4% | +360.5% | -378.9% | -63.6% |
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