+259.8%
ECHO vs IDXX
-26.5%
+286.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -5.7% | +9.4% | +5.2% |
| 30D | +0.7% | -11.5% | +12.2% | +3.6% |
| 3M | -27.3% | -9.5% | -17.8% | -25.8% |
| 6M | -17.0% | -16.0% | -1.0% | -13.8% |
| YTD | -14.3% | -25.4% | +11.1% | -8.5% |
| 1Y | +20.9% | -21.8% | +42.7% | +26.9% |
| 3Y | +423.0% | +7.0% | +415.9% | +384.7% |
| All | +259.8% | -26.5% | +286.3% | +225.4% |
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 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