+228.4%
UNH vs IDXX
+360.5%
-132.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.5% | -5.7% | +1.2% | -3.2% |
| 30D | -6.5% | -11.5% | +5.0% | -3.9% |
| 3M | -6.0% | -9.5% | +3.5% | -4.1% |
| 6M | +33.7% | -16.0% | +49.6% | +38.4% |
| YTD | +16.4% | -25.4% | +41.8% | +23.7% |
| 1Y | +10.1% | -21.8% | +31.8% | +15.0% |
| 3Y | -16.3% | +7.0% | -23.3% | -22.4% |
| 5Y | +2.1% | -26.0% | +28.1% | +4.9% |
| All | +228.4% | +360.5% | -132.1% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling