+133.5%
C vs IDXX
-26.5%
+160.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -5.7% | +6.5% | +2.3% |
| 30D | +0.9% | -11.5% | +12.4% | +3.9% |
| 3M | +1.1% | -9.5% | +10.6% | +3.2% |
| 6M | +28.4% | -16.0% | +44.3% | +33.5% |
| YTD | +20.8% | -25.4% | +46.2% | +29.2% |
| 1Y | +43.4% | -21.8% | +65.2% | +51.1% |
| 3Y | +274.9% | +7.0% | +267.9% | +250.5% |
| All | +133.5% | -26.5% | +160.0% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling