+1,449.6%
NET vs IDXX
+97.9%
+1,351.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.8% |
| 7D | -7.0% | -3.5% | -3.4% | -4.4% |
| 30D | -4.8% | -8.4% | +3.7% | +1.4% |
| 3M | +3.8% | -5.2% | +9.0% | +6.6% |
| 6M | +50.0% | -17.5% | +67.5% | +70.7% |
| YTD | +41.5% | -20.9% | +62.3% | +65.5% |
| 1Y | +32.8% | -16.4% | +49.2% | +45.4% |
| 3Y | +335.9% | +4.7% | +331.2% | +250.3% |
| 5Y | +113.8% | -22.2% | +136.1% | +116.2% |
| All | +1,449.6% | +97.9% | +1,351.7% | +930.6% |
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 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