+19.3%
ETN vs IDXX
-16.0%
+35.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | +2.0% | -3.5% | +5.5% | +2.2% |
| 30D | -7.9% | -8.4% | +0.5% | -7.5% |
| 3M | -1.6% | -5.2% | +3.6% | -1.2% |
| 6M | +16.9% | -17.5% | +34.3% | +20.0% |
| YTD | +30.1% | -20.9% | +50.9% | +34.2% |
| 1Y | +19.3% | -16.4% | +35.7% | +22.2% |
| All | +19.3% | -16.0% | +35.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling