+40.4%
USB vs IDXX
-23.7%
+64.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | +2.1% | -4.6% | +6.7% | +3.3% |
| 30D | -2.3% | -11.3% | +9.1% | +0.6% |
| 3M | +13.9% | -7.3% | +21.2% | +15.7% |
| 6M | +21.6% | -14.5% | +36.1% | +25.8% |
| YTD | +19.3% | -23.1% | +42.4% | +26.5% |
| 1Y | +33.6% | -20.3% | +53.9% | +39.8% |
| 3Y | +97.7% | +11.7% | +86.0% | +82.2% |
| 5Y | +40.4% | -24.4% | +64.8% | +25.6% |
| All | +40.4% | -23.7% | +64.2% | +25.6% |
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 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