-23.0%
IDXX vs COO
-52.5%
+29.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -5.7% | -22.5% | +16.8% | +7.7% |
| 30D | -11.5% | -29.7% | +18.2% | +6.9% |
| 3M | -9.5% | -20.1% | +10.6% | +1.5% |
| 6M | -16.0% | -26.9% | +10.9% | -1.0% |
| YTD | -25.4% | -34.2% | +8.8% | -6.7% |
| 1Y | -21.8% | -21.3% | -0.5% | -12.4% |
| 3Y | +7.0% | -38.7% | +45.7% | +30.3% |
| All | -23.0% | -52.5% | +29.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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