+28,991.5%
CAT vs IDXX
+53,929.9%
-24,938.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.3% |
| 30D | -4.5% | -13.7% | +9.1% | -2.2% |
| 3M | -5.8% | -9.1% | +3.3% | -4.6% |
| 6M | +12.7% | -15.4% | +28.2% | +15.4% |
| YTD | +41.4% | -25.1% | +66.5% | +47.6% |
| 1Y | +92.1% | -20.6% | +112.7% | +97.9% |
| 3Y | +197.5% | +8.7% | +188.7% | +186.4% |
| 5Y | +327.9% | -25.7% | +353.6% | +330.8% |
| 10Y | +1,140.8% | +360.6% | +780.2% | +814.7% |
| All | +28,991.5% | +53,929.9% | -24,938.4% | +13,150.5% |
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