+219.2%
CVX vs IDXX
+360.5%
-141.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.6% | -5.7% | +8.3% | +3.7% |
| 30D | +9.8% | -11.5% | +21.4% | +12.2% |
| 3M | +16.2% | -9.5% | +25.7% | +18.0% |
| 6M | +13.6% | -16.0% | +29.6% | +16.5% |
| YTD | +44.4% | -25.4% | +69.8% | +51.1% |
| 1Y | +40.6% | -21.8% | +62.4% | +45.0% |
| 3Y | +48.2% | +7.0% | +41.1% | +38.3% |
| 5Y | +172.3% | -26.0% | +198.2% | +173.9% |
| All | +219.2% | +360.5% | -141.3% | +79.8% |
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