+21,151.7%
NTAP vs IDXX
+5,043.4%
+16,108.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +7.4% | -5.7% | +13.1% | +9.3% |
| 30D | -1.4% | -11.5% | +10.2% | +2.3% |
| 3M | +24.6% | -9.5% | +34.1% | +27.9% |
| 6M | +105.9% | -16.0% | +121.8% | +115.5% |
| YTD | +88.5% | -25.4% | +113.9% | +104.8% |
| 1Y | +62.1% | -21.8% | +83.9% | +72.6% |
| 3Y | +169.1% | +7.0% | +162.0% | +150.5% |
| 5Y | +141.9% | -26.0% | +167.8% | +146.5% |
| 10Y | +644.0% | +358.9% | +285.1% | +315.3% |
| All | +21,151.7% | +5,043.4% | +16,108.2% | +3,664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling