+113.5%
CSCO vs IDXX
+7.6%
+106.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.4% |
| 7D | +2.7% | -5.7% | +8.4% | +3.6% |
| 30D | -9.5% | -11.5% | +2.1% | -7.8% |
| 3M | -7.6% | -9.5% | +1.9% | -6.3% |
| 6M | +44.9% | -16.0% | +60.8% | +48.5% |
| YTD | +47.7% | -25.4% | +73.1% | +54.6% |
| 1Y | +69.1% | -21.8% | +90.9% | +75.0% |
| 3Y | +113.5% | +7.0% | +106.5% | +99.6% |
| All | +113.5% | +7.6% | +106.0% | +99.6% |
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 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