+6,974.5%
CAH vs IDXX
+53,734.7%
-46,760.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -5.1% | -5.7% | +0.6% | -4.2% |
| 30D | +0.2% | -11.5% | +11.7% | +2.0% |
| 3M | +6.3% | -9.5% | +15.8% | +7.7% |
| 6M | +9.4% | -16.0% | +25.3% | +11.9% |
| YTD | +15.0% | -25.4% | +40.4% | +19.6% |
| 1Y | +55.4% | -21.8% | +77.2% | +60.2% |
| 3Y | +173.8% | +7.0% | +166.8% | +164.4% |
| 5Y | +395.2% | -26.0% | +421.2% | +396.5% |
| 10Y | +293.2% | +358.9% | -65.7% | +192.9% |
| All | +6,974.5% | +53,734.7% | -46,760.1% | +3,138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling