+107.7%
COST vs IDXX
-26.5%
+134.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -1.2% | -5.7% | +4.5% | +0.1% |
| 30D | -4.7% | -11.5% | +6.8% | -2.0% |
| 3M | -7.1% | -9.5% | +2.4% | -5.1% |
| 6M | -8.5% | -16.0% | +7.4% | -5.3% |
| YTD | +5.4% | -25.4% | +30.8% | +12.0% |
| 1Y | -5.6% | -21.8% | +16.1% | -1.4% |
| 3Y | +68.5% | +7.0% | +61.4% | +55.1% |
| All | +107.7% | -26.5% | +134.2% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling