+115.0%
UMC vs IDXX
-2.6%
+117.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -1.9% |
| 7D | -14.7% | +24.1% | -38.8% | -13.9% |
| 30D | -32.9% | +32.5% | -65.4% | -32.3% |
| 3M | -22.2% | +18.8% | -40.9% | -20.7% |
| 6M | +25.9% | +24.0% | +1.9% | +27.8% |
| YTD | +107.9% | +3.3% | +104.7% | +117.9% |
| 1Y | +115.0% | -3.3% | +118.3% | +130.1% |
| All | +115.0% | -2.6% | +117.7% | +130.1% |
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