-3.3%
IDXX vs EOSE
-85.5%
+82.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.6% | -8.7% | +4.0% |
| 7D | +24.1% | +9.7% | +14.4% | +24.2% |
| 30D | +32.5% | -34.6% | +67.1% | +33.0% |
| 3M | +18.8% | -50.8% | +69.6% | +19.4% |
| 6M | +24.0% | -66.5% | +90.5% | +24.4% |
| YTD | +3.3% | -81.3% | +84.6% | +4.0% |
| 1Y | -3.3% | -84.8% | +81.6% | -2.1% |
| All | -3.3% | -85.5% | +82.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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