+43.6%
DE vs IDXX
-20.8%
+64.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -2.6% | -5.7% | +3.2% | -1.8% |
| 30D | +9.0% | -11.5% | +20.6% | +10.8% |
| 3M | +19.1% | -9.5% | +28.7% | +20.5% |
| 6M | +14.4% | -16.0% | +30.3% | +17.0% |
| YTD | +45.9% | -25.4% | +71.3% | +51.8% |
| 1Y | +43.6% | -21.8% | +65.4% | +50.4% |
| All | +43.6% | -20.8% | +64.4% | +50.4% |
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