-6.4%
T vs IDXX
-2.6%
-3.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.9% | +2.0% |
| 7D | +5.5% | +24.1% | -18.6% | +5.2% |
| 30D | -8.9% | +32.5% | -41.5% | -9.1% |
| 3M | -5.6% | +18.8% | -24.4% | -5.8% |
| 6M | -14.3% | +24.0% | -38.3% | -14.5% |
| YTD | -7.9% | +3.3% | -11.2% | -9.6% |
| 1Y | -6.4% | -3.3% | -3.2% | -7.7% |
| All | -6.4% | -2.6% | -3.8% | -7.7% |
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