+7,742.0%
CSX vs IDXX
+75,017.9%
-67,275.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +6.0% | +4.2% | +1.8% | +5.3% |
| 30D | +7.8% | +33.1% | -25.3% | +2.6% |
| 3M | +4.1% | +24.2% | -20.1% | +0.1% |
| 6M | +17.9% | +33.2% | -15.3% | +11.9% |
| YTD | +44.9% | +4.1% | +40.8% | +42.7% |
| 1Y | +51.1% | +0.4% | +50.8% | +49.7% |
| 3Y | +78.3% | +62.9% | +15.4% | +60.4% |
| 5Y | +58.1% | +12.1% | +46.0% | +48.7% |
| 10Y | +417.9% | +545.1% | -127.2% | +275.1% |
| All | +7,742.0% | +75,017.9% | -67,275.8% | +3,370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling