+352.1%
IDXX vs CAPR
-78.4%
+430.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -5.7% | -11.0% | +5.2% | -5.6% |
| 30D | -11.5% | +99.8% | -111.3% | -12.3% |
| 3M | -9.5% | -66.6% | +57.0% | -9.2% |
| 6M | -16.0% | -75.1% | +59.1% | -15.4% |
| YTD | -25.4% | -71.0% | +45.6% | -25.1% |
| 1Y | -21.8% | +30.0% | -51.7% | -24.7% |
| 3Y | +7.0% | +29.0% | -21.9% | +0.2% |
| 5Y | -26.0% | +70.8% | -96.8% | -31.8% |
| All | +352.1% | -78.4% | +430.5% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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