-35.7%
U vs IDXX
+42.0%
-77.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.8% |
| 7D | +5.5% | -5.7% | +11.3% | +10.7% |
| 30D | -1.3% | -11.5% | +10.3% | +9.1% |
| 3M | +64.6% | -9.5% | +74.1% | +76.9% |
| 6M | +119.4% | -16.0% | +135.3% | +149.2% |
| YTD | -0.5% | -25.4% | +24.9% | +25.2% |
| 1Y | +1.3% | -21.8% | +23.1% | +19.9% |
| 3Y | +15.6% | +7.0% | +8.6% | -12.4% |
| 5Y | -67.5% | -26.0% | -41.5% | -65.1% |
| All | -35.7% | +42.0% | -77.7% | -61.3% |
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