-21.8%
IDXX vs URA
+7.9%
-29.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -5.7% | -5.5% | -0.2% | -5.4% |
| 30D | -11.5% | -3.7% | -7.9% | -11.4% |
| 3M | -9.5% | -2.9% | -6.6% | -9.3% |
| 6M | -16.0% | -15.2% | -0.7% | -15.1% |
| YTD | -25.4% | +1.9% | -27.3% | -24.8% |
| 1Y | -21.8% | +6.9% | -28.7% | -24.1% |
| All | -21.8% | +7.9% | -29.7% | -24.1% |
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