+113.0%
NVTS vs IDXX
-16.0%
+129.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +6.2% |
| 7D | +2.7% | -3.5% | +6.2% | +3.1% |
| 30D | -4.5% | -8.4% | +4.0% | -3.5% |
| 3M | -61.5% | -5.2% | -56.3% | -61.3% |
| 6M | +28.0% | -17.5% | +45.5% | +36.7% |
| YTD | +65.3% | -20.9% | +86.1% | +81.4% |
| 1Y | +113.0% | -16.4% | +129.4% | +143.6% |
| All | +113.0% | -16.0% | +129.0% | +143.6% |
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