+43.6%
UNP vs IDXX
+7.6%
+36.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -5.7% | +3.9% | -0.8% |
| 30D | -2.7% | -11.5% | +8.8% | -0.8% |
| 3M | +6.5% | -9.5% | +16.0% | +8.1% |
| 6M | +14.4% | -16.0% | +30.3% | +17.3% |
| YTD | +24.8% | -25.4% | +50.2% | +30.6% |
| 1Y | +34.4% | -21.8% | +56.2% | +39.1% |
| 3Y | +43.6% | +7.0% | +36.5% | +31.6% |
| All | +43.6% | +7.6% | +36.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling