+114.4%
JCI vs IDXX
-26.5%
+140.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.7% | -5.7% | +6.5% | +2.5% |
| 30D | -4.4% | -11.5% | +7.1% | -1.0% |
| 3M | +1.7% | -9.5% | +11.2% | +4.2% |
| 6M | +8.8% | -16.0% | +24.8% | +13.8% |
| YTD | +22.6% | -25.4% | +48.0% | +32.7% |
| 1Y | +36.2% | -21.8% | +58.0% | +44.0% |
| 3Y | +168.0% | +7.0% | +161.0% | +139.9% |
| All | +114.4% | -26.5% | +140.9% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling