+107.7%
CTAS vs IDXX
-26.5%
+134.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.5% | -5.7% | +6.2% | +2.1% |
| 30D | -0.7% | -11.5% | +10.8% | +2.5% |
| 3M | +11.1% | -9.5% | +20.6% | +14.0% |
| 6M | +2.1% | -16.0% | +18.1% | +6.6% |
| YTD | +8.0% | -25.4% | +33.4% | +15.9% |
| 1Y | -0.5% | -21.8% | +21.3% | +4.9% |
| 3Y | +66.2% | +7.0% | +59.2% | +53.2% |
| All | +107.7% | -26.5% | +134.3% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling