-23.0%
IDXX vs ESTC
-47.6%
+24.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -9.2% | +3.4% | -3.8% |
| 30D | -11.5% | +8.1% | -19.6% | -13.7% |
| 3M | -9.5% | +38.5% | -48.0% | -16.8% |
| 6M | -16.0% | +57.8% | -73.7% | -25.5% |
| YTD | -25.4% | +10.5% | -35.9% | -28.9% |
| 1Y | -21.8% | -6.4% | -15.4% | -23.3% |
| 3Y | +7.0% | +4.7% | +2.4% | -7.0% |
| All | -23.0% | -47.6% | +24.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling