+13.9%
COR vs IDXX
-16.0%
+30.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.0% |
| 7D | +2.8% | -3.5% | +6.3% | +3.2% |
| 30D | +4.5% | -8.4% | +13.0% | +5.5% |
| 3M | +22.7% | -5.2% | +27.9% | +23.3% |
| 6M | -9.7% | -17.5% | +7.7% | -7.8% |
| YTD | -1.4% | -20.9% | +19.4% | +1.2% |
| 1Y | +13.9% | -16.4% | +30.3% | +17.4% |
| All | +13.9% | -16.0% | +30.0% | +17.4% |
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 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