+287.5%
CAH vs IDXX
+360.5%
-73.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -5.1% | -5.7% | +0.6% | -4.0% |
| 30D | +0.2% | -11.5% | +11.7% | +2.4% |
| 3M | +6.3% | -9.5% | +15.8% | +8.1% |
| 6M | +9.4% | -16.0% | +25.3% | +12.5% |
| YTD | +15.0% | -25.4% | +40.4% | +20.8% |
| 1Y | +55.4% | -21.8% | +77.2% | +61.3% |
| 3Y | +173.8% | +7.0% | +166.8% | +159.8% |
| 5Y | +395.2% | -26.0% | +421.2% | +402.6% |
| All | +287.5% | +360.5% | -73.0% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling