+42,952.9%
JBL vs IDXX
+22,488.0%
+20,464.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +2.4% | -5.7% | +8.1% | +4.2% |
| 30D | -13.1% | -11.5% | -1.6% | -10.0% |
| 3M | -15.6% | -9.5% | -6.0% | -13.8% |
| 6M | +24.6% | -16.0% | +40.5% | +29.8% |
| YTD | +39.6% | -25.4% | +65.0% | +50.5% |
| 1Y | +48.6% | -21.8% | +70.4% | +57.2% |
| 3Y | +197.3% | +7.0% | +190.2% | +177.1% |
| 5Y | +413.0% | -26.0% | +438.9% | +424.3% |
| 10Y | +1,543.9% | +358.9% | +1,185.0% | +866.3% |
| All | +42,952.9% | +22,488.0% | +20,464.9% | +15,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling