+84.2%
JNJ vs IDXX
-26.5%
+110.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -3.1% |
| 30D | +2.3% | -11.5% | +13.9% | +3.3% |
| 3M | +12.0% | -9.5% | +21.5% | +12.8% |
| 6M | +10.5% | -16.0% | +26.4% | +11.8% |
| YTD | +30.4% | -25.4% | +55.8% | +33.1% |
| 1Y | +52.1% | -21.8% | +73.9% | +54.5% |
| 3Y | +77.8% | +7.0% | +70.8% | +73.8% |
| All | +84.2% | -26.5% | +110.7% | +77.1% |
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