+28.0%
CNH vs IDXX
-16.0%
+44.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +3.8% |
| 7D | +23.3% | -3.5% | +26.8% | +24.2% |
| 30D | +33.5% | -8.4% | +41.9% | +36.0% |
| 3M | +32.7% | -5.2% | +37.9% | +34.1% |
| 6M | +22.2% | -17.5% | +39.6% | +27.2% |
| YTD | +57.7% | -20.9% | +78.6% | +65.5% |
| 1Y | +28.0% | -16.4% | +44.4% | +34.9% |
| All | +28.0% | -16.0% | +44.0% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling