-21.8%
IDXX vs CG
-33.8%
+12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -5.7% | -9.9% | +4.1% | -3.4% |
| 30D | -11.5% | -11.7% | +0.1% | -9.0% |
| 3M | -9.5% | -4.3% | -5.3% | -8.6% |
| 6M | -16.0% | -8.8% | -7.2% | -14.2% |
| YTD | -25.4% | -26.9% | +1.5% | -20.7% |
| 1Y | -21.8% | -35.4% | +13.7% | -12.0% |
| All | -21.8% | -33.8% | +12.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling