+162.1%
EQX vs IDXX
+7.6%
+154.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.2% | -5.7% | +2.5% | -2.3% |
| 30D | +7.8% | -11.5% | +19.3% | +9.9% |
| 3M | +21.3% | -9.5% | +30.9% | +23.1% |
| 6M | -22.4% | -16.0% | -6.5% | -20.4% |
| YTD | -11.3% | -25.4% | +14.1% | -7.7% |
| 1Y | +13.5% | -21.8% | +35.3% | +17.2% |
| 3Y | +162.1% | +7.0% | +155.1% | +131.9% |
| All | +162.1% | +7.6% | +154.6% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling