+395.2%
COR vs IDXX
+360.5%
+34.7%
-32.4%
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 | -2.8% | -5.7% | +2.9% | -1.8% |
| 30D | +2.6% | -11.5% | +14.1% | +4.8% |
| 3M | +14.5% | -9.5% | +24.0% | +16.4% |
| 6M | -7.8% | -16.0% | +8.1% | -5.3% |
| YTD | -4.2% | -25.4% | +21.2% | +0.4% |
| 1Y | +7.0% | -21.8% | +28.8% | +10.9% |
| 3Y | +85.5% | +7.0% | +78.5% | +76.4% |
| 5Y | +181.2% | -26.0% | +207.2% | +187.9% |
| All | +395.2% | +360.5% | +34.7% | +197.7% |
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 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