+54,395.2%
IDXX vs ALK
+714.9%
+53,680.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -4.4% | -3.0% | -1.5% | -3.9% |
| 30D | -13.5% | -14.6% | +1.1% | -11.1% |
| 3M | -11.0% | -10.6% | -0.4% | -9.6% |
| 6M | -15.6% | -6.7% | -8.9% | -15.4% |
| YTD | -23.9% | -19.8% | -4.1% | -21.9% |
| 1Y | -21.4% | -35.2% | +13.8% | -16.6% |
| 3Y | +10.6% | +1.4% | +9.2% | +5.4% |
| 5Y | -23.9% | -30.7% | +6.8% | -23.4% |
| 10Y | +368.4% | -37.4% | +405.8% | +343.4% |
| All | +54,395.2% | +714.9% | +53,680.3% | +25,929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling