+24.3%
XLP vs IDXX
-2.6%
+26.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.9% | -0.6% | +2.8% |
| 7D | +5.9% | +24.1% | -18.2% | +2.8% |
| 30D | +13.5% | +32.5% | -19.1% | +9.0% |
| 3M | +8.4% | +18.8% | -10.4% | +5.7% |
| 6M | +11.5% | +24.0% | -12.5% | +7.9% |
| YTD | +20.6% | +3.3% | +17.4% | +17.1% |
| 1Y | +24.3% | -3.3% | +27.6% | +20.9% |
| All | +24.3% | -2.6% | +26.9% | +20.9% |
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