-6.9%
IDXX vs RJF
+5.4%
-12.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.8% |
| 7D | +16.4% | +2.2% | +14.3% | +15.3% |
| 30D | +30.1% | +3.4% | +26.8% | +28.3% |
| 3M | +14.7% | -8.7% | +23.4% | +17.9% |
| 6M | +19.1% | +4.1% | +15.0% | +17.3% |
| YTD | -0.9% | +3.7% | -4.6% | -4.8% |
| 1Y | -6.9% | +4.4% | -11.3% | -11.2% |
| All | -6.9% | +5.4% | -12.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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