+338.5%
COP vs IDXX
+360.5%
-22.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.3% | -5.7% | +8.0% | +3.3% |
| 30D | +8.6% | -11.5% | +20.2% | +10.8% |
| 3M | +19.9% | -9.5% | +29.4% | +21.5% |
| 6M | +19.0% | -16.0% | +35.0% | +21.8% |
| YTD | +50.0% | -25.4% | +75.4% | +56.6% |
| 1Y | +50.5% | -21.8% | +72.3% | +55.0% |
| 3Y | +25.2% | +7.0% | +18.2% | +16.9% |
| 5Y | +194.3% | -26.0% | +220.2% | +195.7% |
| All | +338.5% | +360.5% | -22.0% | +159.4% |
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