+10,940.0%
NUE vs IDXX
+53,734.7%
-42,794.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | -0.6% | -5.7% | +5.1% | +0.5% |
| 30D | -4.6% | -11.5% | +7.0% | -2.4% |
| 3M | -0.3% | -9.5% | +9.2% | +1.4% |
| 6M | +51.9% | -16.0% | +67.8% | +56.3% |
| YTD | +60.0% | -25.4% | +85.4% | +68.0% |
| 1Y | +82.9% | -21.8% | +104.7% | +89.6% |
| 3Y | +66.0% | +7.0% | +58.9% | +59.1% |
| 5Y | +149.0% | -26.0% | +174.9% | +152.0% |
| 10Y | +588.3% | +358.9% | +229.4% | +403.8% |
| All | +10,940.0% | +53,734.7% | -42,794.7% | +5,192.5% |
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