-23.0%
IDXX vs ALK
-27.4%
+4.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -5.7% | -2.1% | -3.6% | -5.2% |
| 30D | -11.5% | -13.1% | +1.6% | -8.5% |
| 3M | -9.5% | -11.8% | +2.3% | -7.1% |
| 6M | -16.0% | -0.4% | -15.6% | -17.1% |
| YTD | -25.4% | -18.2% | -7.2% | -23.2% |
| 1Y | -21.8% | -35.5% | +13.8% | -14.7% |
| 3Y | +7.0% | +1.8% | +5.2% | -4.2% |
| All | -23.0% | -27.4% | +4.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling