+190.4%
ETN vs IDXX
-26.5%
+217.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.1% |
| 7D | +3.5% | -5.7% | +9.3% | +5.1% |
| 30D | -7.5% | -11.5% | +4.0% | -4.5% |
| 3M | +8.3% | -9.5% | +17.9% | +10.6% |
| 6M | +20.2% | -16.0% | +36.1% | +25.0% |
| YTD | +34.7% | -25.4% | +60.1% | +44.7% |
| 1Y | +19.4% | -21.8% | +41.2% | +25.9% |
| 3Y | +85.5% | +7.0% | +78.5% | +70.9% |
| All | +190.4% | -26.5% | +217.0% | +169.0% |
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