+7.0%
IDXX vs ALK
+3.1%
+4.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.1% |
| 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% | -23.7% |
| 1Y | -21.8% | -35.5% | +13.8% | -16.5% |
| 3Y | +7.0% | +1.8% | +5.2% | -3.5% |
| All | +7.0% | +3.1% | +4.0% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling