-25.7%
IDXX vs COMP
-32.5%
+6.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.5% | -0.9% |
| 7D | -4.3% | -8.4% | +4.1% | -3.0% |
| 30D | -13.7% | -20.2% | +6.5% | -10.6% |
| 3M | -9.1% | +28.1% | -37.1% | -13.1% |
| 6M | -15.4% | +14.9% | -30.3% | -18.8% |
| YTD | -25.1% | -4.2% | -21.0% | -26.4% |
| 1Y | -20.6% | +10.2% | -30.8% | -24.1% |
| 3Y | +8.7% | +203.3% | -194.5% | -18.1% |
| 5Y | -25.7% | -29.2% | +3.5% | -38.6% |
| All | -25.7% | -32.5% | +6.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling