+155.1%
NEM vs IDXX
-26.5%
+181.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.0% | -5.7% | +4.7% | +0.1% |
| 30D | +7.8% | -11.5% | +19.4% | +10.2% |
| 3M | +30.2% | -9.5% | +39.7% | +32.2% |
| 6M | +9.6% | -16.0% | +25.6% | +12.7% |
| YTD | +27.8% | -25.4% | +53.2% | +34.2% |
| 1Y | +60.7% | -21.8% | +82.5% | +66.9% |
| 3Y | +245.3% | +7.0% | +238.3% | +230.1% |
| All | +155.1% | -26.5% | +181.7% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling