-21.9%
CLX vs IDXX
-16.0%
-5.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -9.2% | -3.5% | -5.7% | -8.5% |
| 30D | -11.0% | -8.4% | -2.6% | -9.2% |
| 3M | +5.0% | -5.2% | +10.2% | +6.3% |
| 6M | -18.8% | -17.5% | -1.3% | -17.4% |
| YTD | -4.4% | -20.9% | +16.5% | -2.9% |
| 1Y | -21.9% | -16.4% | -5.4% | -19.3% |
| All | -21.9% | -16.0% | -5.8% | -19.3% |
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