+688.1%
CMS vs IDXX
+55,389.1%
-54,701.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +1.2% | -4.6% | +5.8% | +1.7% |
| 30D | -3.2% | -11.3% | +8.2% | -2.0% |
| 3M | -2.2% | -7.3% | +5.1% | -1.6% |
| 6M | -9.4% | -14.5% | +5.1% | -8.2% |
| YTD | +0.7% | -23.1% | +23.8% | +3.1% |
| 1Y | +0.4% | -20.3% | +20.7% | +2.2% |
| 3Y | +35.2% | +11.7% | +23.5% | +31.1% |
| 5Y | +24.1% | -24.4% | +48.5% | +23.9% |
| 10Y | +115.8% | +355.5% | -239.7% | +77.1% |
| All | +688.1% | +55,389.1% | -54,701.0% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling