+18.1%
IDXX vs ADVB
-88.9%
+107.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -1.7% |
| 7D | -4.3% | -5.9% | +1.6% | -4.3% |
| 30D | -13.7% | +13.9% | -27.6% | -13.8% |
| 3M | -9.1% | +127.3% | -136.4% | -11.4% |
| 6M | -15.4% | +77.0% | -92.4% | -17.6% |
| YTD | -25.1% | +51.5% | -76.7% | -26.7% |
| 1Y | -20.6% | -11.3% | -9.3% | -21.0% |
| All | +18.1% | -88.9% | +107.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling