+2,366.3%
IDXX vs CAPR
-99.1%
+2,465.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.9% |
| 7D | -4.4% | -12.6% | +8.2% | -4.3% |
| 30D | -13.5% | +124.4% | -137.9% | -14.1% |
| 3M | -11.0% | -66.8% | +55.8% | -10.8% |
| 6M | -15.6% | -71.8% | +56.2% | -15.3% |
| YTD | -23.9% | -70.1% | +46.2% | -23.6% |
| 1Y | -21.4% | +33.3% | -54.8% | -23.4% |
| 3Y | +10.6% | +36.7% | -26.1% | +6.3% |
| 5Y | -23.9% | +72.5% | -96.3% | -27.3% |
| 10Y | +368.4% | -77.3% | +445.7% | +338.7% |
| All | +2,366.3% | -99.1% | +2,465.4% | +2,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling