-21.8%
IDXX vs GAP
-7.6%
-14.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.0% |
| 7D | -5.7% | -4.1% | -1.6% | -4.9% |
| 30D | -11.5% | +6.2% | -17.8% | -13.0% |
| 3M | -9.5% | -0.7% | -8.8% | -9.9% |
| 6M | -16.0% | -7.1% | -8.8% | -15.8% |
| YTD | -25.4% | -14.1% | -11.3% | -24.6% |
| 1Y | -21.8% | -8.5% | -13.3% | -23.8% |
| All | -21.8% | -7.6% | -14.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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