+129.1%
EMB vs IDXX
+1,707.1%
-1,578.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.1% | -4.3% | +3.2% | -0.7% |
| 30D | -1.1% | -13.7% | +12.6% | +0.3% |
| 3M | -0.8% | -9.1% | +8.3% | 0.0% |
| 6M | -0.1% | -15.4% | +15.4% | +1.4% |
| YTD | +0.4% | -25.1% | +25.6% | +3.0% |
| 1Y | +3.3% | -20.6% | +23.9% | +5.1% |
| 3Y | +29.0% | +8.7% | +20.3% | +25.6% |
| 5Y | +6.3% | -25.7% | +32.0% | +5.8% |
| 10Y | +29.7% | +360.6% | -330.9% | +9.9% |
| All | +129.1% | +1,707.1% | -1,578.0% | +69.4% |
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