-6.9%
IDXX vs UMAC
-11.2%
+4.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -17.6% | +13.6% | -4.5% |
| 7D | +16.4% | -37.8% | +54.3% | +15.1% |
| 30D | +30.1% | -52.0% | +82.1% | +28.1% |
| 3M | +14.7% | -58.3% | +73.0% | +12.9% |
| 6M | +19.1% | -21.0% | +40.1% | +18.5% |
| YTD | -0.9% | -15.7% | +14.8% | -2.8% |
| 1Y | -6.9% | -9.8% | +3.0% | -9.0% |
| All | -6.9% | -11.2% | +4.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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