+7.0%
IDXX vs NTR
+36.8%
-29.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | -11.5% | +16.8% | -28.3% | -13.0% |
| 3M | -9.5% | +20.7% | -30.3% | -11.4% |
| 6M | -16.0% | +0.5% | -16.5% | -16.1% |
| YTD | -25.4% | +29.2% | -54.6% | -29.3% |
| 1Y | -21.8% | +39.6% | -61.4% | -27.4% |
| 3Y | +7.0% | +37.9% | -30.8% | -2.5% |
| All | +7.0% | +36.8% | -29.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling