-16.4%
IDXX vs EOSE
-49.1%
+32.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.9% | -9.7% | +1.1% |
| 7D | -3.5% | +19.0% | -22.6% | -3.7% |
| 30D | -8.4% | +1.6% | -10.0% | -8.5% |
| 3M | -5.2% | -52.0% | +46.8% | -4.7% |
| 6M | -17.5% | -42.5% | +25.0% | -17.5% |
| YTD | -20.9% | -66.1% | +45.3% | -20.5% |
| 1Y | -16.4% | -47.1% | +30.7% | -9.7% |
| All | -16.4% | -49.1% | +32.7% | -9.7% |
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