+152.5%
JPM vs IDXX
-26.5%
+179.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -0.7% | -5.7% | +5.1% | +0.5% |
| 30D | -2.5% | -11.5% | +9.1% | 0.0% |
| 3M | +14.1% | -9.5% | +23.7% | +16.1% |
| 6M | +25.1% | -16.0% | +41.0% | +29.1% |
| YTD | +12.1% | -25.4% | +37.5% | +18.5% |
| 1Y | +18.8% | -21.8% | +40.6% | +23.9% |
| 3Y | +163.4% | +7.0% | +156.4% | +147.8% |
| All | +152.5% | -26.5% | +179.1% | +127.0% |
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