+189.8%
NOC vs IDXX
+360.5%
-170.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +1.5% |
| 30D | -9.7% | -11.5% | +1.8% | -8.3% |
| 3M | -5.6% | -9.5% | +3.9% | -4.6% |
| 6M | -28.6% | -16.0% | -12.6% | -27.2% |
| YTD | -7.9% | -25.4% | +17.5% | -4.8% |
| 1Y | -9.5% | -21.8% | +12.2% | -7.3% |
| 3Y | +28.4% | +7.0% | +21.3% | +23.2% |
| 5Y | +59.0% | -26.0% | +84.9% | +62.1% |
| All | +189.8% | +360.5% | -170.7% | +96.3% |
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