-20.6%
IDXX vs AS
-25.9%
+5.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -4.3% | -3.9% | -0.4% | -3.2% |
| 30D | -13.7% | -19.0% | +5.4% | -8.4% |
| 3M | -9.1% | -18.8% | +9.8% | -3.7% |
| 6M | -15.4% | -21.0% | +5.6% | -10.0% |
| YTD | -25.1% | -26.6% | +1.5% | -19.5% |
| 1Y | -20.6% | -25.3% | +4.7% | -14.5% |
| All | -20.6% | -25.9% | +5.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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