+7.0%
IDXX vs ZBRA
+35.9%
-28.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | -5.7% | -3.4% | -2.3% | -4.8% |
| 30D | -11.5% | -7.4% | -4.1% | -9.8% |
| 3M | -9.5% | +57.5% | -67.0% | -21.6% |
| 6M | -16.0% | +64.0% | -79.9% | -28.6% |
| YTD | -25.4% | +44.3% | -69.7% | -34.8% |
| 1Y | -21.8% | +10.9% | -32.6% | -25.7% |
| 3Y | +7.0% | +37.5% | -30.5% | -11.2% |
| All | +7.0% | +35.9% | -28.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling