-21.8%
IDXX vs ADVB
-14.7%
-7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.4% |
| 7D | -5.7% | -12.3% | +6.5% | -5.8% |
| 30D | -11.5% | +7.8% | -19.3% | -11.5% |
| 3M | -9.5% | +104.2% | -113.8% | -9.0% |
| 6M | -16.0% | +58.1% | -74.1% | -15.1% |
| YTD | -25.4% | +40.2% | -65.6% | -24.5% |
| 1Y | -21.8% | -16.1% | -5.7% | -22.1% |
| All | -21.8% | -14.7% | -7.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling