+29.7%
ELF vs IDXX
-14.4%
+44.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -6.8% | -4.4% | -2.4% | -4.0% |
| 30D | +5.1% | -13.5% | +18.6% | +15.0% |
| 3M | +79.8% | -11.0% | +90.8% | +93.1% |
| 6M | +29.7% | -15.6% | +45.3% | +53.8% |
| All | +29.7% | -14.4% | +44.1% | +53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling