+421.5%
CORZ vs IDXX
-5.7%
+427.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | +0.3% | -5.7% | +6.0% | +2.6% |
| 30D | -14.0% | -11.5% | -2.5% | -10.0% |
| 3M | -34.1% | -9.5% | -24.6% | -32.6% |
| 6M | +8.5% | -16.0% | +24.4% | +14.9% |
| YTD | +23.2% | -25.4% | +48.6% | +38.1% |
| 1Y | +15.4% | -21.8% | +37.1% | +25.4% |
| All | +421.5% | -5.7% | +427.2% | +361.5% |
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 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