+889.8%
NVDA vs IDXX
-26.5%
+916.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -5.1% | -5.7% | +0.6% | -2.1% |
| 30D | -2.5% | -11.5% | +9.1% | +3.7% |
| 3M | +6.7% | -9.5% | +16.2% | +11.0% |
| 6M | +17.6% | -16.0% | +33.6% | +26.8% |
| YTD | +17.3% | -25.4% | +42.7% | +34.7% |
| 1Y | +23.5% | -21.8% | +45.3% | +35.9% |
| 3Y | +384.6% | +7.0% | +377.6% | +293.6% |
| All | +889.8% | -26.5% | +916.3% | +947.4% |
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