+1,258.4%
NET vs IDXX
+147.9%
+1,110.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.3% | -5.6% |
| 7D | -21.2% | +16.4% | -37.6% | -31.3% |
| 30D | -31.1% | +30.1% | -61.3% | -45.0% |
| 3M | -16.5% | +14.7% | -31.2% | -27.1% |
| 6M | 0.0% | +19.1% | -19.1% | -15.8% |
| YTD | +24.0% | -0.9% | +24.9% | +18.9% |
| 1Y | +7.0% | -6.9% | +13.9% | +7.1% |
| 3Y | +279.6% | +56.2% | +223.3% | +109.0% |
| 5Y | +24.0% | +5.2% | +18.7% | -2.4% |
| All | +1,258.4% | +147.9% | +1,110.5% | +640.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling