+55.3%
ON vs IDXX
-20.8%
+76.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.4% | -5.7% | +8.1% | +3.3% |
| 30D | -8.6% | -11.5% | +2.9% | -6.8% |
| 3M | -34.3% | -9.5% | -24.8% | -33.5% |
| 6M | +28.5% | -16.0% | +44.5% | +33.0% |
| YTD | +40.6% | -25.4% | +66.0% | +50.8% |
| 1Y | +55.3% | -21.8% | +77.1% | +62.7% |
| All | +55.3% | -20.8% | +76.1% | +62.7% |
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