-3.3%
IDXX vs ESI
+27.8%
-31.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.6% | +4.1% |
| 7D | +24.1% | -6.6% | +30.7% | +24.4% |
| 30D | +32.5% | -10.9% | +43.5% | +33.1% |
| 3M | +18.8% | -13.8% | +32.6% | +19.5% |
| 6M | +24.0% | -21.5% | +45.6% | +24.6% |
| YTD | +3.3% | +34.7% | -31.4% | -13.6% |
| 1Y | -3.3% | +24.9% | -28.2% | -16.6% |
| All | -3.3% | +27.8% | -31.1% | -16.6% |
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