+61.1%
ENB vs IDXX
-26.5%
+87.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.7% | -5.7% | +1.1% | -4.1% |
| 30D | -5.9% | -11.5% | +5.7% | -4.7% |
| 3M | -14.2% | -9.5% | -4.7% | -13.4% |
| 6M | -8.6% | -16.0% | +7.4% | -7.1% |
| YTD | +3.9% | -25.4% | +29.3% | +6.9% |
| 1Y | +1.8% | -21.8% | +23.6% | +3.9% |
| 3Y | +68.5% | +7.0% | +61.5% | +60.6% |
| All | +61.1% | -26.5% | +87.6% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling