+155.9%
NUE vs IDXX
-26.5%
+182.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.6% | -5.7% | +5.1% | +1.1% |
| 30D | -4.6% | -11.5% | +7.0% | -1.3% |
| 3M | -0.3% | -9.5% | +9.2% | +2.3% |
| 6M | +51.9% | -16.0% | +67.8% | +58.8% |
| YTD | +60.0% | -25.4% | +85.4% | +72.6% |
| 1Y | +82.9% | -21.8% | +104.7% | +93.1% |
| 3Y | +66.0% | +7.0% | +58.9% | +48.5% |
| All | +155.9% | -26.5% | +182.4% | +129.8% |
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