+1,065.2%
NRG vs IDXX
+360.5%
+704.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -5.7% | +1.1% | -2.9% |
| 30D | -6.0% | -11.5% | +5.6% | -2.4% |
| 3M | -8.0% | -9.5% | +1.6% | -5.9% |
| 6M | -23.2% | -16.0% | -7.2% | -19.7% |
| YTD | -28.1% | -25.4% | -2.7% | -22.0% |
| 1Y | -27.3% | -21.8% | -5.5% | -22.8% |
| 3Y | +208.7% | +7.0% | +201.6% | +184.0% |
| 5Y | +197.7% | -26.0% | +223.6% | +203.7% |
| All | +1,065.2% | +360.5% | +704.7% | +453.0% |
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