+44.9%
NSC vs IDXX
-26.5%
+71.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -2.8% | -5.7% | +2.9% | -1.5% |
| 30D | -4.5% | -11.5% | +7.0% | -1.9% |
| 3M | +3.5% | -9.5% | +13.1% | +5.7% |
| 6M | +8.5% | -16.0% | +24.5% | +12.4% |
| YTD | +12.3% | -25.4% | +37.7% | +19.5% |
| 1Y | +18.9% | -21.8% | +40.7% | +24.5% |
| 3Y | +74.1% | +7.0% | +67.1% | +62.0% |
| All | +44.9% | -26.5% | +71.4% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling