+85.5%
COR vs IDXX
+7.6%
+78.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.8% | -5.7% | +2.9% | -2.4% |
| 30D | +2.6% | -11.5% | +14.1% | +3.6% |
| 3M | +14.5% | -9.5% | +24.0% | +15.4% |
| 6M | -7.8% | -16.0% | +8.1% | -6.7% |
| YTD | -4.2% | -25.4% | +21.2% | -2.2% |
| 1Y | +7.0% | -21.8% | +28.8% | +8.9% |
| 3Y | +85.5% | +7.0% | +78.5% | +81.8% |
| All | +85.5% | +7.6% | +78.0% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling