+4,534.0%
CNC vs IDXX
+6,963.7%
-2,429.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -5.7% | +4.8% | +1.1% |
| 30D | -1.0% | -11.5% | +10.6% | +3.2% |
| 3M | +4.5% | -9.5% | +14.1% | +7.5% |
| 6M | +85.2% | -16.0% | +101.2% | +94.5% |
| YTD | +61.4% | -25.4% | +86.8% | +76.6% |
| 1Y | +94.9% | -21.8% | +116.7% | +107.9% |
| 3Y | 0.0% | +7.0% | -7.0% | -9.6% |
| 5Y | +11.2% | -26.0% | +37.2% | +10.9% |
| 10Y | +98.7% | +358.9% | -260.2% | -13.9% |
| All | +4,534.0% | +6,963.7% | -2,429.7% | +596.5% |
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 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