+2,383.3%
JCI vs IDXX
+53,734.7%
-51,351.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.7% | -5.7% | +6.5% | +1.8% |
| 30D | -4.4% | -11.5% | +7.1% | -2.3% |
| 3M | +1.7% | -9.5% | +11.2% | +3.3% |
| 6M | +8.8% | -16.0% | +24.8% | +11.9% |
| YTD | +22.6% | -25.4% | +48.0% | +28.7% |
| 1Y | +36.2% | -21.8% | +58.0% | +41.1% |
| 3Y | +168.0% | +7.0% | +161.0% | +157.4% |
| 5Y | +113.5% | -26.0% | +139.4% | +116.5% |
| 10Y | +344.3% | +358.9% | -14.6% | +224.9% |
| All | +2,383.3% | +53,734.7% | -51,351.4% | +858.8% |
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