+53,289.7%
IDXX vs NYT
+780.2%
+52,509.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| YTD | -25.4% | -2.8% | -22.6% | -25.4% |
| 1Y | -21.8% | +15.6% | -37.4% | -24.8% |
| 3Y | +7.0% | +56.3% | -49.3% | -4.7% |
| 5Y | -26.0% | +39.5% | -65.5% | -33.3% |
| 10Y | +358.9% | +488.0% | -129.1% | +198.2% |
| All | +53,289.7% | +780.2% | +52,509.5% | +26,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling