-9.7%
JD vs IDXX
-2.6%
-7.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.4% |
| 7D | +9.0% | +24.1% | -15.1% | +5.1% |
| 30D | +5.2% | +32.5% | -27.3% | +0.3% |
| 3M | -15.9% | +18.8% | -34.7% | -18.3% |
| 6M | -7.7% | +24.0% | -31.7% | -11.0% |
| YTD | +0.1% | +3.3% | -3.2% | -0.3% |
| 1Y | -9.7% | -3.3% | -6.5% | -9.4% |
| All | -9.7% | -2.6% | -7.1% | -9.4% |
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