+7.2%
GEHC vs IDXX
+20.1%
-12.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -7.2% | -5.7% | -1.4% | -5.2% |
| 30D | -11.6% | -11.5% | 0.0% | -7.7% |
| 3M | -0.8% | -9.5% | +8.7% | +2.7% |
| 6M | -11.9% | -16.0% | +4.0% | -6.5% |
| YTD | -21.9% | -25.4% | +3.5% | -14.0% |
| 1Y | -17.8% | -21.8% | +3.9% | -11.2% |
| 3Y | -3.5% | +7.0% | -10.6% | -11.0% |
| All | +7.2% | +20.1% | -12.9% | -6.7% |
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