+68.1%
NTAP vs IDXX
-2.6%
+70.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.6% | -1.5% |
| 7D | -16.1% | +24.1% | -40.2% | -15.2% |
| 30D | -15.9% | +32.5% | -48.5% | -16.0% |
| 3M | -1.2% | +18.8% | -20.0% | +1.3% |
| 6M | +70.1% | +24.0% | +46.0% | +72.1% |
| YTD | +77.9% | +3.3% | +74.7% | +98.3% |
| 1Y | +68.1% | -3.3% | +71.4% | +93.1% |
| All | +68.1% | -2.6% | +70.8% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling