+22.2%
CTSH vs IDXX
+360.5%
-338.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | -3.7% | -5.7% | +2.0% | -1.7% |
| 30D | +3.7% | -11.5% | +15.2% | +8.2% |
| 3M | +17.9% | -9.5% | +27.5% | +22.1% |
| 6M | -2.6% | -16.0% | +13.3% | +3.2% |
| YTD | -26.4% | -25.4% | -1.0% | -18.7% |
| 1Y | -13.0% | -21.8% | +8.7% | -6.2% |
| 3Y | -11.2% | +7.0% | -18.2% | -18.3% |
| 5Y | -14.3% | -26.0% | +11.7% | -12.0% |
| All | +22.2% | +360.5% | -338.3% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling