+44.9%
C vs IDXX
-16.0%
+60.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +3.6% | -3.5% | +7.2% | +4.5% |
| 30D | +0.1% | -8.4% | +8.5% | +2.1% |
| 3M | +2.4% | -5.2% | +7.6% | +3.4% |
| 6M | +24.9% | -17.5% | +42.4% | +30.5% |
| YTD | +19.8% | -20.9% | +40.7% | +26.4% |
| 1Y | +44.9% | -16.4% | +61.3% | +51.1% |
| All | +44.9% | -16.0% | +60.9% | +51.1% |
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