+2,500.0%
ELV vs IDXX
+7,634.9%
-5,134.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -5.7% | +8.9% | +4.9% |
| 30D | +5.4% | -11.5% | +16.9% | +9.0% |
| 3M | +5.4% | -9.5% | +14.9% | +7.9% |
| 6M | +45.7% | -16.0% | +61.7% | +52.0% |
| YTD | +21.2% | -25.4% | +46.6% | +30.7% |
| 1Y | +35.6% | -21.8% | +57.4% | +43.3% |
| 3Y | -2.0% | +7.0% | -9.0% | -9.5% |
| 5Y | +26.0% | -26.0% | +52.0% | +26.3% |
| 10Y | +278.7% | +358.9% | -80.2% | +96.6% |
| All | +2,500.0% | +7,634.9% | -5,134.9% | +492.7% |
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