-24.0%
NKE vs IDXX
+360.5%
-384.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | -5.7% | +1.6% | -1.9% |
| 30D | -8.2% | -11.5% | +3.4% | -3.7% |
| 3M | -19.1% | -9.5% | -9.5% | -15.9% |
| 6M | -32.6% | -16.0% | -16.7% | -28.1% |
| YTD | -40.7% | -25.4% | -15.3% | -33.9% |
| 1Y | -48.9% | -21.8% | -27.1% | -44.6% |
| 3Y | -59.2% | +7.0% | -66.3% | -63.1% |
| 5Y | -75.3% | -26.0% | -49.4% | -75.0% |
| All | -24.0% | +360.5% | -384.5% | -55.9% |
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