+26.4%
CL vs IDXX
-26.5%
+52.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.2% | -5.7% | +3.5% | -1.7% |
| 30D | -6.0% | -11.5% | +5.6% | -5.0% |
| 3M | -2.3% | -9.5% | +7.2% | -1.5% |
| 6M | -2.0% | -16.0% | +14.0% | -0.6% |
| YTD | +11.8% | -25.4% | +37.2% | +14.3% |
| 1Y | +5.8% | -21.8% | +27.6% | +7.6% |
| 3Y | +25.9% | +7.0% | +18.9% | +22.6% |
| All | +26.4% | -26.5% | +52.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling