+33,037.5%
UNH vs IDXX
+53,734.7%
-20,697.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.5% | -5.7% | +1.2% | -3.6% |
| 30D | -6.5% | -11.5% | +5.0% | -4.6% |
| 3M | -6.0% | -9.5% | +3.5% | -4.5% |
| 6M | +33.7% | -16.0% | +49.6% | +37.2% |
| YTD | +16.4% | -25.4% | +41.8% | +21.8% |
| 1Y | +10.1% | -21.8% | +31.8% | +13.8% |
| 3Y | -16.3% | +7.0% | -23.3% | -20.1% |
| 5Y | +2.1% | -26.0% | +28.1% | +2.1% |
| 10Y | +233.1% | +358.9% | -125.9% | +138.6% |
| All | +33,037.5% | +53,734.7% | -20,697.2% | +10,055.3% |
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