+50.9%
CSX vs IDXX
-20.8%
+71.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | -0.2% |
| 30D | -2.0% | -11.5% | +9.6% | -0.4% |
| 3M | +3.6% | -9.5% | +13.2% | +4.9% |
| 6M | +22.0% | -16.0% | +38.0% | +24.7% |
| YTD | +36.3% | -25.4% | +61.7% | +41.3% |
| 1Y | +50.9% | -21.8% | +72.7% | +57.7% |
| All | +50.9% | -20.8% | +71.7% | +57.7% |
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