-23.0%
IDXX vs ALHC
-32.8%
+9.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -5.7% | -6.9% | +1.1% | -5.0% |
| 30D | -11.5% | -6.7% | -4.8% | -11.0% |
| 3M | -9.5% | -37.7% | +28.2% | -5.7% |
| 6M | -16.0% | -30.0% | +14.0% | -14.3% |
| YTD | -25.4% | -36.2% | +10.8% | -23.4% |
| 1Y | -21.8% | -22.9% | +1.1% | -21.5% |
| 3Y | +7.0% | +138.4% | -131.3% | -15.1% |
| All | -23.0% | -32.8% | +9.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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