+590.9%
JPM vs IDXX
+360.5%
+230.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.7% | -5.7% | +5.1% | +0.7% |
| 30D | -2.5% | -11.5% | +9.1% | +0.4% |
| 3M | +14.1% | -9.5% | +23.7% | +16.5% |
| 6M | +25.1% | -16.0% | +41.0% | +29.7% |
| YTD | +12.1% | -25.4% | +37.5% | +19.5% |
| 1Y | +18.8% | -21.8% | +40.6% | +24.6% |
| 3Y | +163.4% | +7.0% | +156.4% | +147.1% |
| 5Y | +156.5% | -26.0% | +182.5% | +157.0% |
| All | +590.9% | +360.5% | +230.4% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling