+67.1%
CSX vs IDXX
+9.8%
+57.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.6% | -4.4% | +3.8% | +0.2% |
| 30D | -3.2% | -13.5% | +10.3% | -0.9% |
| 3M | +2.6% | -11.0% | +13.6% | +4.4% |
| 6M | +19.8% | -15.6% | +35.4% | +22.9% |
| YTD | +34.7% | -23.9% | +58.5% | +40.4% |
| 1Y | +52.1% | -21.4% | +73.6% | +57.4% |
| All | +67.1% | +9.8% | +57.4% | +52.5% |
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