+116.0%
CMS vs IDXX
+360.5%
-244.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.9% | -5.7% | +3.8% | -1.1% |
| 30D | -4.1% | -11.5% | +7.4% | -2.4% |
| 3M | -7.1% | -9.5% | +2.5% | -5.9% |
| 6M | -10.1% | -16.0% | +5.9% | -8.0% |
| YTD | -1.7% | -25.4% | +23.7% | +2.2% |
| 1Y | -3.4% | -21.8% | +18.4% | -0.6% |
| 3Y | +31.6% | +7.0% | +24.5% | +25.5% |
| 5Y | +23.3% | -26.0% | +49.2% | +23.7% |
| All | +116.0% | +360.5% | -244.5% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling