-9.1%
NVTS vs IDXX
-21.9%
+12.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | -1.4% | -5.7% | +4.3% | +2.7% |
| 30D | -16.5% | -11.5% | -5.0% | -9.5% |
| 3M | -47.6% | -9.5% | -38.1% | -45.4% |
| 6M | +7.3% | -16.0% | +23.2% | +17.2% |
| YTD | +62.9% | -25.4% | +88.3% | +95.3% |
| 1Y | +91.3% | -21.8% | +113.1% | +116.2% |
| 3Y | +43.4% | +7.0% | +36.4% | +17.4% |
| All | -9.1% | -21.9% | +12.8% | -27.5% |
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