-23.0%
IDXX vs ALC
-20.7%
-2.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -5.7% | -6.3% | +0.6% | -2.1% |
| 30D | -11.5% | -10.3% | -1.3% | -5.9% |
| 3M | -9.5% | -0.7% | -8.8% | -9.3% |
| 6M | -16.0% | -17.8% | +1.9% | -6.8% |
| YTD | -25.4% | -15.8% | -9.6% | -18.5% |
| 1Y | -21.8% | -16.7% | -5.0% | -14.3% |
| 3Y | +7.0% | -19.7% | +26.8% | +15.2% |
| All | -23.0% | -20.7% | -2.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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