-48.8%
SE vs IDXX
-2.6%
-46.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.5% | +3.6% |
| 7D | +6.7% | +24.1% | -17.4% | +1.6% |
| 30D | -17.2% | +32.5% | -49.7% | -22.7% |
| 3M | -28.0% | +18.8% | -46.8% | -30.8% |
| 6M | -6.1% | +24.0% | -30.2% | -11.4% |
| YTD | -37.1% | +3.3% | -40.4% | -38.1% |
| 1Y | -48.8% | -3.3% | -45.5% | -48.9% |
| All | -48.8% | -2.6% | -46.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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