+26.9%
XLV vs IDXX
-16.0%
+43.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +0.2% | -3.5% | +3.7% | +0.9% |
| 30D | +4.4% | -8.4% | +12.9% | +6.2% |
| 3M | +13.2% | -5.2% | +18.4% | +14.2% |
| 6M | +10.1% | -17.5% | +27.6% | +13.0% |
| YTD | +11.7% | -20.9% | +32.6% | +15.2% |
| 1Y | +26.9% | -16.4% | +43.3% | +31.3% |
| All | +26.9% | -16.0% | +43.0% | +31.3% |
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