+1,044.2%
CDNS vs IDXX
+360.5%
+683.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -1.1% | -5.7% | +4.6% | +2.0% |
| 30D | -10.4% | -11.5% | +1.1% | -4.6% |
| 3M | -24.6% | -9.5% | -15.1% | -21.2% |
| 6M | -1.6% | -16.0% | +14.3% | +6.7% |
| YTD | -7.4% | -25.4% | +18.0% | +7.2% |
| 1Y | -18.4% | -21.8% | +3.4% | -9.2% |
| 3Y | +19.0% | +7.0% | +11.9% | +3.6% |
| 5Y | +73.4% | -26.0% | +99.4% | +84.7% |
| All | +1,044.2% | +360.5% | +683.7% | +309.1% |
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