-21.8%
IDXX vs ALK
-34.8%
+13.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | -5.7% | -2.1% | -3.6% | -5.3% |
| 30D | -11.5% | -13.1% | +1.6% | -9.0% |
| 3M | -9.5% | -11.8% | +2.3% | -7.5% |
| 6M | -16.0% | -0.4% | -15.6% | -16.8% |
| YTD | -25.4% | -18.2% | -7.2% | -24.2% |
| 1Y | -21.8% | -35.5% | +13.8% | -16.8% |
| All | -21.8% | -34.8% | +13.0% | -16.8% |
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