+54.0%
UNP vs IDXX
-26.5%
+80.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -5.7% | +3.9% | -0.7% |
| 30D | -2.7% | -11.5% | +8.8% | -0.4% |
| 3M | +6.5% | -9.5% | +16.0% | +8.4% |
| 6M | +14.4% | -16.0% | +30.3% | +17.8% |
| YTD | +24.8% | -25.4% | +50.2% | +31.5% |
| 1Y | +34.4% | -21.8% | +56.2% | +39.7% |
| 3Y | +43.6% | +7.0% | +36.5% | +35.3% |
| All | +54.0% | -26.5% | +80.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling