+220.6%
UPS vs IDXX
+12,419.7%
-12,199.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -5.7% | +3.8% | -0.6% |
| 30D | -2.0% | -11.5% | +9.6% | +0.9% |
| 3M | -6.2% | -9.5% | +3.3% | -4.2% |
| 6M | +2.8% | -16.0% | +18.7% | +6.6% |
| YTD | +5.9% | -25.4% | +31.3% | +12.9% |
| 1Y | +26.2% | -21.8% | +48.0% | +32.3% |
| 3Y | -26.0% | +7.0% | -33.0% | -30.0% |
| 5Y | -34.3% | -26.0% | -8.3% | -33.6% |
| 10Y | +37.5% | +358.9% | -321.4% | -10.3% |
| All | +220.6% | +12,419.7% | -12,199.1% | +5.6% |
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 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