+273.7%
ELV vs IDXX
+360.5%
-86.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -5.7% | +8.9% | +4.7% |
| 30D | +5.4% | -11.5% | +16.9% | +8.6% |
| 3M | +5.4% | -9.5% | +14.9% | +7.6% |
| 6M | +45.7% | -16.0% | +61.7% | +51.3% |
| YTD | +21.2% | -25.4% | +46.6% | +29.7% |
| 1Y | +35.6% | -21.8% | +57.4% | +42.5% |
| 3Y | -2.0% | +7.0% | -9.0% | -9.1% |
| 5Y | +26.0% | -26.0% | +52.0% | +29.7% |
| All | +273.7% | +360.5% | -86.8% | +82.9% |
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