-28.0%
JOBY vs IDXX
-26.5%
-1.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -5.2% | -5.7% | +0.5% | -1.5% |
| 30D | -19.7% | -11.5% | -8.2% | -13.2% |
| 3M | -31.7% | -9.5% | -22.2% | -28.0% |
| 6M | -37.5% | -16.0% | -21.6% | -30.7% |
| YTD | -51.6% | -25.4% | -26.2% | -42.0% |
| 1Y | -53.3% | -21.8% | -31.5% | -46.5% |
| 3Y | -12.2% | +7.0% | -19.3% | -24.5% |
| All | -28.0% | -26.5% | -1.5% | -28.9% |
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