-16.4%
IDXX vs URA
+17.2%
-33.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | -8.4% | +7.4% | -15.8% | -9.0% |
| 3M | -5.2% | -8.4% | +3.2% | -4.5% |
| 6M | -17.5% | -12.7% | -4.8% | -16.7% |
| YTD | -20.9% | +7.8% | -28.7% | -20.5% |
| 1Y | -16.4% | +19.5% | -35.9% | -19.9% |
| All | -16.4% | +17.2% | -33.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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