-21.8%
IDXX vs ESI
+34.2%
-55.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -5.7% | -4.6% | -1.1% | -5.3% |
| 30D | -11.5% | -10.5% | -1.0% | -10.6% |
| 3M | -9.5% | -19.8% | +10.3% | -8.0% |
| 6M | -16.0% | +5.8% | -21.8% | -22.1% |
| YTD | -25.4% | +38.3% | -63.7% | -38.1% |
| 1Y | -21.8% | +31.5% | -53.3% | -34.5% |
| All | -21.8% | +34.2% | -55.9% | -34.5% |
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