+332.6%
CAT vs IDXX
-26.5%
+359.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +0.6% | -5.7% | +6.3% | +1.8% |
| 30D | -4.3% | -11.5% | +7.2% | -1.9% |
| 3M | -8.6% | -9.5% | +0.9% | -7.1% |
| 6M | +16.1% | -16.0% | +32.1% | +19.8% |
| YTD | +43.8% | -25.4% | +69.2% | +52.1% |
| 1Y | +91.5% | -21.8% | +113.2% | +99.5% |
| 3Y | +202.7% | +7.0% | +195.7% | +183.2% |
| All | +332.6% | -26.5% | +359.2% | +285.7% |
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