+600.6%
NEM vs IDXX
+53,734.7%
-53,134.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.0% | -5.7% | +4.7% | -0.4% |
| 30D | +7.8% | -11.5% | +19.4% | +9.1% |
| 3M | +30.2% | -9.5% | +39.7% | +31.4% |
| 6M | +9.6% | -16.0% | +25.6% | +11.4% |
| YTD | +27.8% | -25.4% | +53.2% | +31.4% |
| 1Y | +60.7% | -21.8% | +82.5% | +64.2% |
| 3Y | +245.3% | +7.0% | +238.3% | +238.6% |
| 5Y | +155.3% | -26.0% | +181.3% | +156.3% |
| 10Y | +313.2% | +358.9% | -45.8% | +248.1% |
| All | +600.6% | +53,734.7% | -53,134.1% | +348.7% |
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