-3.3%
IDXX vs ALK
-1.1%
-2.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.8% | -4.8% | +1.6% |
| 7D | +24.1% | +12.4% | +11.7% | +20.6% |
| 30D | +32.5% | +2.1% | +30.5% | +31.1% |
| 3M | +18.8% | -23.9% | +42.7% | +25.0% |
| 6M | +24.0% | +8.2% | +15.8% | +19.8% |
| YTD | +3.3% | -20.5% | +23.7% | +4.5% |
| 1Y | -3.3% | -1.0% | -2.2% | -7.5% |
| All | -3.3% | -1.1% | -2.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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