+143.4%
NTAP vs IDXX
-26.5%
+169.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +7.4% | -5.7% | +13.1% | +9.1% |
| 30D | -1.4% | -11.5% | +10.2% | +2.0% |
| 3M | +24.6% | -9.5% | +34.1% | +27.6% |
| 6M | +105.9% | -16.0% | +121.8% | +114.8% |
| YTD | +88.5% | -25.4% | +113.9% | +103.8% |
| 1Y | +62.1% | -21.8% | +83.9% | +72.1% |
| 3Y | +169.1% | +7.0% | +162.0% | +147.8% |
| All | +143.4% | -26.5% | +169.9% | +130.0% |
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 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