+24.5%
CMS vs IDXX
-26.5%
+51.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.9% | -5.7% | +3.8% | -1.4% |
| 30D | -4.1% | -11.5% | +7.4% | -3.0% |
| 3M | -7.1% | -9.5% | +2.5% | -6.3% |
| 6M | -10.1% | -16.0% | +5.9% | -8.7% |
| YTD | -1.7% | -25.4% | +23.7% | +0.9% |
| 1Y | -3.4% | -21.8% | +18.4% | -1.5% |
| 3Y | +31.6% | +7.0% | +24.5% | +26.9% |
| All | +24.5% | -26.5% | +51.0% | +17.5% |
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