+39.5%
CSCO vs IDXX
-16.7%
+56.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.9% |
| 7D | -1.1% | -4.3% | +3.2% | -1.2% |
| 30D | -10.8% | -13.7% | +2.9% | -11.3% |
| 3M | -9.2% | -9.1% | -0.2% | -8.9% |
| 6M | +39.5% | -15.4% | +55.0% | +43.3% |
| All | +39.5% | -16.7% | +56.2% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling