-16.2%
CDNS vs IDXX
-16.0%
-0.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.4% |
| 7D | -14.0% | -3.5% | -10.5% | -12.9% |
| 30D | -13.2% | -8.4% | -4.7% | -10.6% |
| 3M | -28.9% | -5.2% | -23.7% | -27.9% |
| 6M | -4.2% | -17.5% | +13.3% | +2.5% |
| YTD | -6.4% | -20.9% | +14.5% | +1.3% |
| 1Y | -16.2% | -16.4% | +0.2% | -9.9% |
| All | -16.2% | -16.0% | -0.2% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling