-21.8%
IDXX vs NYT
+17.8%
-39.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -11.5% | +4.6% | -16.1% | -12.5% |
| 3M | -9.5% | -9.6% | 0.0% | -7.8% |
| 6M | -16.0% | -14.0% | -2.0% | -13.2% |
| YTD | -25.4% | -2.8% | -22.6% | -24.2% |
| 1Y | -21.8% | +15.6% | -37.4% | -23.1% |
| All | -21.8% | +17.8% | -39.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling