+17.1%
IDXX vs EOSE
-60.6%
+77.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.7% | +1.8% | -7.5% | -5.9% |
| 30D | -11.5% | -6.8% | -4.7% | -11.4% |
| 3M | -9.5% | -36.3% | +26.8% | -7.9% |
| 6M | -16.0% | -38.8% | +22.8% | -15.2% |
| YTD | -25.4% | -65.5% | +40.1% | -23.0% |
| 1Y | -21.8% | -45.3% | +23.5% | -22.8% |
| 3Y | +7.0% | +44.2% | -37.1% | -8.1% |
| 5Y | -26.0% | -69.5% | +43.5% | -38.5% |
| All | +17.1% | -60.6% | +77.7% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling