+1,144.3%
CAT vs IDXX
+360.5%
+783.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +0.6% | -5.7% | +6.3% | +2.1% |
| 30D | -4.3% | -11.5% | +7.2% | -1.4% |
| 3M | -8.6% | -9.5% | +0.9% | -6.8% |
| 6M | +16.1% | -16.0% | +32.1% | +20.5% |
| YTD | +43.8% | -25.4% | +69.2% | +53.6% |
| 1Y | +91.5% | -21.8% | +113.2% | +100.9% |
| 3Y | +202.7% | +7.0% | +195.7% | +182.3% |
| 5Y | +335.1% | -26.0% | +361.1% | +337.0% |
| All | +1,144.3% | +360.5% | +783.9% | +582.0% |
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