-4.4%
JHX vs IDXX
+7.6%
-12.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -5.7% | -0.6% | -4.3% |
| 30D | -7.7% | -11.5% | +3.8% | -3.7% |
| 3M | +19.2% | -9.5% | +28.7% | +23.1% |
| 6M | +38.3% | -16.0% | +54.2% | +46.6% |
| YTD | +37.2% | -25.4% | +62.6% | +50.8% |
| 1Y | +42.3% | -21.8% | +64.1% | +53.3% |
| 3Y | -4.4% | +7.0% | -11.4% | -16.2% |
| All | -4.4% | +7.6% | -12.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling