+7.3%
IDXX vs ALHC
-31.6%
+38.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -4.4% | -4.1% | -0.3% | -4.0% |
| 30D | -13.5% | -5.4% | -8.1% | -13.1% |
| 3M | -11.0% | -32.1% | +21.1% | -8.2% |
| 6M | -15.6% | -28.5% | +12.9% | -14.2% |
| YTD | -23.9% | -34.0% | +10.2% | -22.1% |
| 1Y | -21.4% | -20.9% | -0.5% | -21.4% |
| 3Y | +10.6% | +151.5% | -140.9% | -11.6% |
| 5Y | -23.9% | -28.8% | +5.0% | -31.4% |
| All | +7.3% | -31.6% | +38.9% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling