-16.4%
IDXX vs ESTC
+7.3%
-23.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +1.6% |
| 7D | -3.5% | -8.1% | +4.6% | -2.8% |
| 30D | -8.4% | +31.7% | -40.1% | -11.3% |
| 3M | -5.2% | +41.1% | -46.2% | -8.9% |
| 6M | -17.5% | +77.1% | -94.5% | -23.1% |
| YTD | -20.9% | +21.7% | -42.6% | -25.4% |
| 1Y | -16.4% | +8.4% | -24.8% | -20.0% |
| All | -16.4% | +7.3% | -23.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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