+39.7%
EFX vs IDXX
+360.5%
-320.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -4.5% | -5.7% | +1.2% | -2.1% |
| 30D | -6.1% | -11.5% | +5.5% | -1.1% |
| 3M | +6.2% | -9.5% | +15.7% | +10.9% |
| 6M | -11.2% | -16.0% | +4.7% | -4.6% |
| YTD | -21.4% | -25.4% | +4.0% | -11.4% |
| 1Y | -34.3% | -21.8% | -12.5% | -28.1% |
| 3Y | -12.5% | +7.0% | -19.6% | -19.9% |
| 5Y | -35.6% | -26.0% | -9.6% | -33.8% |
| All | +39.7% | +360.5% | -320.8% | -28.4% |
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 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