+274.5%
UMC vs IDXX
+7,590.7%
-7,316.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +9.0% | -5.7% | +14.7% | +11.7% |
| 30D | +17.2% | -11.5% | +28.8% | +23.3% |
| 3M | +11.4% | -9.5% | +20.9% | +14.9% |
| 6M | +137.5% | -16.0% | +153.5% | +151.9% |
| YTD | +193.1% | -25.4% | +218.5% | +226.4% |
| 1Y | +240.3% | -21.8% | +262.1% | +268.2% |
| 3Y | +262.2% | +7.0% | +255.2% | +221.9% |
| 5Y | +143.1% | -26.0% | +169.1% | +147.7% |
| 10Y | +1,853.0% | +358.9% | +1,494.1% | +681.8% |
| All | +274.5% | +7,590.7% | -7,316.2% | -64.5% |
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