+48.6%
JBL vs IDXX
-20.8%
+69.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | +2.4% | -5.7% | +8.1% | +2.8% |
| 30D | -13.1% | -11.5% | -1.6% | -12.4% |
| 3M | -15.6% | -9.5% | -6.0% | -15.2% |
| 6M | +24.6% | -16.0% | +40.5% | +27.1% |
| YTD | +39.6% | -25.4% | +65.0% | +45.8% |
| 1Y | +48.6% | -21.8% | +70.4% | +55.5% |
| All | +48.6% | -20.8% | +69.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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