-25.7%
IDXX vs ABCL
-47.0%
+21.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.7% | -1.0% |
| 7D | -4.3% | -9.6% | +5.3% | -3.1% |
| 30D | -13.7% | +7.2% | -20.8% | -14.9% |
| 3M | -9.1% | +105.5% | -114.6% | -19.7% |
| 6M | -15.4% | +193.0% | -208.4% | -30.1% |
| YTD | -25.1% | +205.8% | -231.0% | -39.2% |
| 1Y | -20.6% | +144.4% | -165.0% | -34.3% |
| 3Y | +8.7% | +93.3% | -84.6% | -11.7% |
| 5Y | -25.7% | -44.9% | +19.2% | -31.2% |
| All | -25.7% | -47.0% | +21.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling