-10.0%
IDXX vs UMAC
+473.8%
-483.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -5.7% | -3.4% | -2.3% | -5.7% |
| 30D | -11.5% | -15.1% | +3.5% | -11.4% |
| 3M | -9.5% | -10.8% | +1.2% | -9.6% |
| 6M | -16.0% | +15.7% | -31.6% | -17.0% |
| YTD | -25.4% | +80.1% | -105.5% | -27.2% |
| 1Y | -21.8% | +116.7% | -138.5% | -24.5% |
| All | -10.0% | +473.8% | -483.7% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling