+3.8%
IDXX vs COMP
-50.5%
+54.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.9% |
| 7D | -5.7% | -5.5% | -0.2% | -4.9% |
| 30D | -11.5% | -17.4% | +5.9% | -9.0% |
| 3M | -9.5% | +24.4% | -33.9% | -13.1% |
| 6M | -16.0% | +21.8% | -37.7% | -19.9% |
| YTD | -25.4% | -0.6% | -24.8% | -27.1% |
| 1Y | -21.8% | +11.5% | -33.2% | -25.3% |
| 3Y | +7.0% | +220.4% | -213.4% | -19.2% |
| 5Y | -26.0% | -26.6% | +0.6% | -40.4% |
| All | +3.8% | -50.5% | +54.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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