-10.0%
CRM vs IDXX
-5.1%
-4.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | -6.8% | +22.6% | -29.4% | -10.8% |
| 30D | -4.9% | +33.4% | -38.3% | -11.6% |
| 3M | +14.6% | +14.6% | 0.0% | +12.3% |
| 6M | +18.4% | +16.7% | +1.7% | +14.7% |
| YTD | -18.8% | -0.1% | -18.7% | -17.3% |
| 1Y | -10.0% | -5.3% | -4.7% | -8.0% |
| All | -10.0% | -5.1% | -4.8% | -8.0% |
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