+4,394.8%
COP vs IDXX
+53,929.9%
-49,535.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +1.0% | -4.3% | +5.3% | +1.6% |
| 30D | +9.6% | -13.7% | +23.2% | +11.7% |
| 3M | +15.0% | -9.1% | +24.1% | +16.2% |
| 6M | +21.8% | -15.4% | +37.2% | +23.8% |
| YTD | +49.6% | -25.1% | +74.7% | +54.6% |
| 1Y | +49.9% | -20.6% | +70.5% | +53.1% |
| 3Y | +22.6% | +8.7% | +13.9% | +17.8% |
| 5Y | +193.6% | -25.7% | +219.3% | +192.6% |
| 10Y | +341.9% | +360.6% | -18.7% | +236.1% |
| All | +4,394.8% | +53,929.9% | -49,535.1% | +2,185.7% |
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