+104.2%
USB vs IDXX
+64.8%
+39.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.6% |
| 7D | +0.8% | +5.2% | -4.5% | -0.2% |
| 30D | +6.8% | +36.4% | -29.6% | +0.1% |
| 3M | -3.8% | +20.5% | -24.2% | -7.6% |
| 6M | +11.7% | +26.2% | -14.4% | +6.0% |
| YTD | +17.5% | +4.5% | +13.0% | +15.6% |
| 1Y | +33.8% | -0.3% | +34.0% | +32.8% |
| 3Y | +104.2% | +68.8% | +35.5% | +69.4% |
| All | +104.2% | +64.8% | +39.5% | +69.4% |
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