+48.2%
CVX vs IDXX
+7.6%
+40.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.6% | -5.7% | +8.3% | +2.9% |
| 30D | +9.8% | -11.5% | +21.4% | +10.4% |
| 3M | +16.2% | -9.5% | +25.7% | +16.7% |
| 6M | +13.6% | -16.0% | +29.6% | +14.5% |
| YTD | +44.4% | -25.4% | +69.8% | +46.7% |
| 1Y | +40.6% | -21.8% | +62.4% | +41.9% |
| 3Y | +48.2% | +7.0% | +41.1% | +32.0% |
| All | +48.2% | +7.6% | +40.6% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling