+7.0%
IDXX vs ESI
+74.1%
-67.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -5.7% | -4.6% | -1.1% | -4.7% |
| 30D | -11.5% | -10.5% | -1.0% | -9.3% |
| 3M | -9.5% | -19.8% | +10.3% | -5.6% |
| 6M | -16.0% | +5.8% | -21.8% | -21.6% |
| YTD | -25.4% | +38.3% | -63.7% | -37.7% |
| 1Y | -21.8% | +31.5% | -53.3% | -33.7% |
| 3Y | +7.0% | +80.7% | -73.6% | -25.6% |
| All | +7.0% | +74.1% | -67.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling