+14,828.4%
CTAS vs IDXX
+53,929.9%
-39,101.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -1.3% | -4.3% | +3.0% | -0.4% |
| 30D | -3.1% | -13.7% | +10.6% | -0.1% |
| 3M | +10.3% | -9.1% | +19.3% | +12.5% |
| 6M | +1.6% | -15.4% | +17.1% | +5.1% |
| YTD | +6.3% | -25.1% | +31.4% | +12.6% |
| 1Y | -0.5% | -20.6% | +20.1% | +3.6% |
| 3Y | +64.6% | +8.7% | +55.8% | +56.5% |
| 5Y | +106.0% | -25.7% | +131.7% | +109.0% |
| 10Y | +677.5% | +360.6% | +316.9% | +449.3% |
| All | +14,828.4% | +53,929.9% | -39,101.5% | +4,773.9% |
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