+216.7%
CTVA vs IDXX
+98.3%
+118.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.5% | -5.7% | +1.2% | -3.2% |
| 30D | +11.3% | -11.5% | +22.9% | +14.3% |
| 3M | +12.3% | -9.5% | +21.9% | +14.6% |
| 6M | +7.2% | -16.0% | +23.1% | +10.7% |
| YTD | +26.0% | -25.4% | +51.4% | +33.7% |
| 1Y | +16.0% | -21.8% | +37.8% | +21.3% |
| 3Y | +73.9% | +7.0% | +66.9% | +63.1% |
| 5Y | +103.8% | -26.0% | +129.7% | +108.7% |
| All | +216.7% | +98.3% | +118.4% | +84.9% |
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