+615.8%
CIEN vs IDXX
+7.6%
+608.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.6% |
| 7D | +8.9% | -5.7% | +14.6% | +10.4% |
| 30D | -19.1% | -11.5% | -7.6% | -16.8% |
| 3M | -21.5% | -9.5% | -12.0% | -20.4% |
| 6M | +2.8% | -16.0% | +18.8% | +6.3% |
| YTD | +49.5% | -25.4% | +74.9% | +60.7% |
| 1Y | +163.8% | -21.8% | +185.6% | +178.2% |
| 3Y | +615.8% | +7.0% | +608.8% | +520.8% |
| All | +615.8% | +7.6% | +608.3% | +520.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling