+261.4%
ELF vs IDXX
+348.7%
-87.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.6% |
| 7D | -10.8% | -4.3% | -6.5% | -9.2% |
| 30D | +0.8% | -13.7% | +14.5% | +7.1% |
| 3M | +64.8% | -9.1% | +73.8% | +71.3% |
| 6M | +19.0% | -15.4% | +34.4% | +27.2% |
| YTD | +25.9% | -25.1% | +51.1% | +41.2% |
| 1Y | -28.8% | -20.6% | -8.2% | -22.5% |
| 3Y | -29.6% | +8.7% | -38.4% | -35.0% |
| 5Y | +216.2% | -25.7% | +241.9% | +227.2% |
| All | +261.4% | +348.7% | -87.3% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling