+7,700.7%
NEE vs IDXX
+53,734.7%
-46,033.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -0.7% |
| 30D | -3.3% | -11.5% | +8.2% | -2.1% |
| 3M | -2.3% | -9.5% | +7.3% | -1.4% |
| 6M | -8.9% | -16.0% | +7.1% | -7.5% |
| YTD | +4.8% | -25.4% | +30.2% | +7.6% |
| 1Y | +18.7% | -21.8% | +40.5% | +21.1% |
| 3Y | +33.2% | +7.0% | +26.2% | +29.8% |
| 5Y | +10.9% | -26.0% | +36.8% | +11.0% |
| 10Y | +251.8% | +358.9% | -107.2% | +199.1% |
| All | +7,700.7% | +53,734.7% | -46,033.9% | +5,394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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