-16.4%
IDXX vs ESI
+44.5%
-61.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +0.9% |
| 7D | -3.5% | +3.3% | -6.9% | -3.8% |
| 30D | -8.4% | -5.9% | -2.6% | -8.0% |
| 3M | -5.2% | -14.1% | +8.9% | -4.5% |
| 6M | -17.5% | +6.6% | -24.0% | -22.8% |
| YTD | -20.9% | +45.0% | -65.9% | -34.5% |
| 1Y | -16.4% | +41.5% | -57.9% | -31.0% |
| All | -16.4% | +44.5% | -61.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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