+7.4%
IDXX vs ABCL
+93.0%
-85.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.7% | -1.2% |
| 7D | -4.3% | -9.6% | +5.3% | -3.5% |
| 30D | -13.7% | +7.2% | -20.8% | -14.5% |
| 3M | -9.1% | +105.5% | -114.6% | -16.5% |
| 6M | -15.4% | +193.0% | -208.4% | -26.0% |
| YTD | -25.1% | +205.8% | -231.0% | -35.3% |
| 1Y | -20.6% | +144.4% | -165.0% | -30.5% |
| All | +7.4% | +93.0% | -85.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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