-2.3%
IDXX vs AS
+107.2%
-109.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -4.4% | -2.8% | -1.7% | -3.8% |
| 30D | -13.5% | -23.2% | +9.7% | -8.6% |
| 3M | -11.0% | -20.1% | +9.1% | -6.8% |
| 6M | -15.6% | -18.5% | +2.9% | -12.2% |
| YTD | -23.9% | -25.6% | +1.8% | -19.6% |
| 1Y | -21.4% | -24.4% | +2.9% | -17.5% |
| All | -2.3% | +107.2% | -109.5% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling