+352.1%
IDXX vs EME
+1,362.1%
-1,010.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | -5.7% | +3.5% | -9.2% | -6.6% |
| 30D | -11.5% | -6.3% | -5.2% | -10.3% |
| 3M | -9.5% | -3.8% | -5.8% | -9.8% |
| 6M | -16.0% | +8.5% | -24.5% | -19.3% |
| YTD | -25.4% | +27.8% | -53.2% | -31.9% |
| 1Y | -21.8% | +22.2% | -44.0% | -28.6% |
| 3Y | +7.0% | +253.5% | -246.4% | -32.3% |
| 5Y | -26.0% | +578.6% | -604.6% | -62.2% |
| All | +352.1% | +1,362.1% | -1,010.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling