+877.8%
IDXX vs ESI
+209.6%
+668.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -5.7% | -4.6% | -1.1% | -4.8% |
| 30D | -11.5% | -10.5% | -1.0% | -9.5% |
| 3M | -9.5% | -19.8% | +10.3% | -6.0% |
| 6M | -16.0% | +5.8% | -21.8% | -18.9% |
| YTD | -25.4% | +38.3% | -63.7% | -32.7% |
| 1Y | -21.8% | +31.5% | -53.3% | -28.7% |
| 3Y | +7.0% | +80.7% | -73.6% | -10.3% |
| 5Y | -26.0% | +69.4% | -95.4% | -37.5% |
| 10Y | +358.9% | +303.8% | +55.2% | +225.3% |
| All | +877.8% | +209.6% | +668.2% | +584.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling