+18.1%
IDXX vs ZYBT
-58.9%
+77.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.4% |
| 7D | -5.7% | -3.7% | -2.0% | -5.7% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | -9.5% | +72.2% | -81.8% | -9.3% |
| 6M | -16.0% | +103.1% | -119.1% | -16.6% |
| YTD | -25.4% | +34.8% | -60.2% | -25.3% |
| 1Y | -21.8% | -83.2% | +61.4% | -17.7% |
| All | +18.1% | -58.9% | +77.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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