+33.6%
ECHO vs IDXX
-16.0%
+49.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.2% |
| 7D | +3.4% | -3.5% | +6.9% | +4.1% |
| 30D | +2.4% | -8.4% | +10.8% | +4.0% |
| 3M | -28.0% | -5.2% | -22.8% | -27.3% |
| 6M | -21.2% | -17.5% | -3.8% | -18.6% |
| YTD | -17.4% | -20.9% | +3.5% | -13.9% |
| 1Y | +33.6% | -16.4% | +50.0% | +38.3% |
| All | +33.6% | -16.0% | +49.6% | +38.3% |
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