-14.4%
CTSH vs IDXX
-26.5%
+12.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | -3.7% | -5.7% | +2.0% | -1.9% |
| 30D | +3.7% | -11.5% | +15.2% | +7.7% |
| 3M | +17.9% | -9.5% | +27.5% | +21.6% |
| 6M | -2.6% | -16.0% | +13.3% | +2.5% |
| YTD | -26.4% | -25.4% | -1.0% | -19.8% |
| 1Y | -13.0% | -21.8% | +8.7% | -7.0% |
| 3Y | -11.2% | +7.0% | -18.2% | -17.6% |
| All | -14.4% | -26.5% | +12.1% | -17.5% |
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 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