+316.5%
CHTR vs IDXX
+1,777.6%
-1,461.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -5.7% | +1.6% | -2.4% |
| 30D | -3.0% | -11.5% | +8.6% | +0.6% |
| 3M | +4.8% | -9.5% | +14.3% | +7.9% |
| 6M | -35.0% | -16.0% | -19.1% | -31.9% |
| YTD | -30.2% | -25.4% | -4.8% | -24.4% |
| 1Y | -44.8% | -21.8% | -23.0% | -41.6% |
| 3Y | -66.6% | +7.0% | -73.6% | -69.4% |
| 5Y | -81.5% | -26.0% | -55.5% | -81.4% |
| 10Y | -44.8% | +358.9% | -403.8% | -70.9% |
| All | +316.5% | +1,777.6% | -1,461.1% | +35.9% |
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 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