+2.7%
ECL vs IDXX
-16.0%
+18.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -2.6% | -3.5% | +0.9% | -1.6% |
| 30D | -2.2% | -8.4% | +6.3% | +0.3% |
| 3M | +10.1% | -5.2% | +15.3% | +11.7% |
| 6M | -5.7% | -17.5% | +11.7% | -1.4% |
| YTD | +7.0% | -20.9% | +27.8% | +12.7% |
| 1Y | +2.7% | -16.4% | +19.1% | +8.2% |
| All | +2.7% | -16.0% | +18.7% | +8.2% |
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