-16.4%
IDXX vs EL
+14.8%
-31.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.6% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | -8.4% | +19.8% | -28.3% | -11.8% |
| 3M | -5.2% | +25.7% | -30.9% | -9.4% |
| 6M | -17.5% | +5.4% | -22.9% | -20.1% |
| YTD | -20.9% | +0.2% | -21.1% | -23.7% |
| 1Y | -16.4% | +20.4% | -36.8% | -24.3% |
| All | -16.4% | +14.8% | -31.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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