+26.4%
USB vs IDXX
+12.0%
+14.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.4% |
| 7D | +0.8% | +5.2% | -4.5% | -0.5% |
| 30D | +6.8% | +36.4% | -29.6% | -1.6% |
| 3M | -3.8% | +20.5% | -24.2% | -8.6% |
| 6M | +11.7% | +26.2% | -14.4% | +4.6% |
| YTD | +17.5% | +4.5% | +13.0% | +15.0% |
| 1Y | +33.8% | -0.3% | +34.0% | +32.4% |
| 3Y | +104.2% | +68.8% | +35.5% | +67.8% |
| 5Y | +26.4% | +12.3% | +14.1% | +3.8% |
| All | +26.4% | +12.0% | +14.4% | +3.8% |
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