+12.9%
IDXX vs ABCL
-81.9%
+94.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | -4.4% | -2.7% | -1.7% | -4.1% |
| 30D | -13.5% | +18.3% | -31.8% | -15.6% |
| 3M | -11.0% | +108.5% | -119.5% | -20.0% |
| 6M | -15.6% | +213.9% | -229.5% | -28.7% |
| YTD | -23.9% | +223.1% | -247.0% | -36.5% |
| 1Y | -21.4% | +160.6% | -182.0% | -33.4% |
| 3Y | +10.6% | +104.3% | -93.7% | -8.1% |
| 5Y | -23.9% | -40.0% | +16.2% | -31.0% |
| All | +12.9% | -81.9% | +94.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling