+51.2%
JNJ vs IDXX
-2.6%
+53.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +3.6% |
| 7D | +1.9% | +24.1% | -22.1% | +0.9% |
| 30D | +9.2% | +32.5% | -23.3% | +7.5% |
| 3M | +8.9% | +18.8% | -9.9% | +8.0% |
| 6M | +24.6% | +24.0% | +0.5% | +23.1% |
| YTD | +35.7% | +3.3% | +32.4% | +35.7% |
| 1Y | +51.2% | -3.3% | +54.5% | +52.8% |
| All | +51.2% | -2.6% | +53.8% | +52.8% |
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 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