+352.1%
IDXX vs CHD
+126.1%
+226.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -5.7% | -4.5% | -1.3% | -4.4% |
| 30D | -11.5% | -6.7% | -4.8% | -9.7% |
| 3M | -9.5% | -2.7% | -6.8% | -8.7% |
| 6M | -16.0% | -4.9% | -11.0% | -14.7% |
| YTD | -25.4% | +13.3% | -38.7% | -28.2% |
| 1Y | -21.8% | +1.0% | -22.8% | -22.3% |
| 3Y | +7.0% | +1.3% | +5.7% | +4.8% |
| 5Y | -26.0% | +20.8% | -46.8% | -32.5% |
| All | +352.1% | +126.1% | +226.0% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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