+4,296.5%
NKE vs IDXX
+53,734.7%
-49,438.2%
-77.4%
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 | -4.2% | -5.7% | +1.6% | -3.1% |
| 30D | -8.2% | -11.5% | +3.4% | -6.0% |
| 3M | -19.1% | -9.5% | -9.5% | -17.5% |
| 6M | -32.6% | -16.0% | -16.7% | -30.4% |
| YTD | -40.7% | -25.4% | -15.3% | -37.4% |
| 1Y | -48.9% | -21.8% | -27.1% | -46.7% |
| 3Y | -59.2% | +7.0% | -66.3% | -60.6% |
| 5Y | -75.3% | -26.0% | -49.4% | -74.8% |
| 10Y | -23.1% | +358.9% | -382.0% | -41.8% |
| All | +4,296.5% | +53,734.7% | -49,438.2% | +1,667.7% |
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