+40.6%
NVDL vs IDXX
-16.0%
+56.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | +11.7% | -3.5% | +15.2% | +12.3% |
| 30D | +7.8% | -8.4% | +16.3% | +9.6% |
| 3M | +3.3% | -5.2% | +8.5% | +3.9% |
| 6M | +38.9% | -17.5% | +56.4% | +45.4% |
| YTD | +28.5% | -20.9% | +49.3% | +36.9% |
| 1Y | +40.6% | -16.4% | +57.0% | +44.8% |
| All | +40.6% | -16.0% | +56.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling