+121.0%
IDXX vs ESTC
+19.3%
+101.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.8% |
| 7D | -4.3% | -13.2% | +8.9% | -1.1% |
| 30D | -13.7% | +9.3% | -23.0% | -16.3% |
| 3M | -9.1% | +37.3% | -46.4% | -16.9% |
| 6M | -15.4% | +61.0% | -76.4% | -26.4% |
| YTD | -25.1% | +10.7% | -35.8% | -29.1% |
| 1Y | -20.6% | -7.2% | -13.4% | -22.2% |
| 3Y | +8.7% | +7.2% | +1.6% | -6.6% |
| 5Y | -25.7% | -47.7% | +22.0% | -28.0% |
| All | +121.0% | +19.3% | +101.7% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling