-36.2%
CLX vs IDXX
+7.6%
-43.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -5.7% | -5.7% | 0.0% | -4.9% |
| 30D | -17.0% | -11.5% | -5.5% | -15.5% |
| 3M | -9.7% | -9.5% | -0.1% | -8.3% |
| 6M | -19.8% | -16.0% | -3.9% | -18.0% |
| YTD | -9.8% | -25.4% | +15.6% | -6.8% |
| 1Y | -26.2% | -21.8% | -4.4% | -24.1% |
| 3Y | -36.2% | +7.0% | -43.2% | -41.1% |
| All | -36.2% | +7.6% | -43.7% | -41.1% |
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