-18.4%
CDNS vs IDXX
-20.8%
+2.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -1.1% | -5.7% | +4.6% | +0.7% |
| 30D | -10.4% | -11.5% | +1.1% | -7.0% |
| 3M | -24.6% | -9.5% | -15.1% | -22.5% |
| 6M | -1.6% | -16.0% | +14.3% | +3.8% |
| YTD | -7.4% | -25.4% | +18.0% | +1.2% |
| 1Y | -18.4% | -21.8% | +3.4% | -10.9% |
| All | -18.4% | -20.8% | +2.4% | -10.9% |
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