-18.0%
ELF vs IDXX
-16.0%
-1.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.6% |
| 7D | +5.4% | -3.5% | +8.9% | +7.1% |
| 30D | +27.0% | -8.4% | +35.4% | +32.1% |
| 3M | +113.2% | -5.2% | +118.4% | +118.0% |
| 6M | +36.6% | -17.5% | +54.0% | +46.5% |
| YTD | +44.2% | -20.9% | +65.1% | +55.9% |
| 1Y | -18.0% | -16.4% | -1.6% | -11.5% |
| All | -18.0% | -16.0% | -1.9% | -11.5% |
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