-23.0%
IDXX vs REPL
-59.3%
+36.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.3% |
| 7D | -5.7% | -14.1% | +8.4% | -5.5% |
| 30D | -11.5% | -15.2% | +3.7% | -11.3% |
| 3M | -9.5% | +49.9% | -59.4% | -10.7% |
| 6M | -16.0% | +63.5% | -79.5% | -18.6% |
| YTD | -25.4% | +32.9% | -58.3% | -27.4% |
| 1Y | -21.8% | +115.0% | -136.7% | -25.9% |
| 3Y | +7.0% | -34.7% | +41.8% | +1.3% |
| All | -23.0% | -59.3% | +36.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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