+3,006.5%
EMR vs IDXX
+53,929.9%
-50,923.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -1.2% | -4.3% | +3.1% | -0.5% |
| 30D | -9.4% | -13.7% | +4.2% | -7.2% |
| 3M | +8.6% | -9.1% | +17.6% | +10.1% |
| 6M | +6.7% | -15.4% | +22.1% | +9.6% |
| YTD | +13.1% | -25.1% | +38.2% | +18.5% |
| 1Y | +12.7% | -20.6% | +33.3% | +16.7% |
| 3Y | +58.1% | +8.7% | +49.3% | +53.2% |
| 5Y | +63.6% | -25.7% | +89.3% | +66.0% |
| 10Y | +272.4% | +360.6% | -88.2% | +184.0% |
| All | +3,006.5% | +53,929.9% | -50,923.4% | +1,503.3% |
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