+3.5%
COR vs IDXX
-2.6%
+6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | 0.0% | +3.4% |
| 7D | +9.1% | +24.1% | -15.0% | +6.1% |
| 30D | +12.4% | +32.5% | -20.1% | +8.3% |
| 3M | +15.8% | +18.8% | -3.0% | +12.9% |
| 6M | +17.1% | +24.0% | -7.0% | +13.2% |
| YTD | +5.4% | +3.3% | +2.2% | +5.2% |
| 1Y | +3.5% | -3.3% | +6.8% | +4.5% |
| All | +3.5% | -2.6% | +6.2% | +4.5% |
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 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