+124.6%
AXON vs IDXX
+7.9%
+116.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -11.0% | -4.3% | -6.7% | -10.0% |
| 30D | -24.7% | -13.7% | -11.1% | -21.9% |
| 3M | +7.0% | -9.1% | +16.0% | +9.5% |
| 6M | -9.6% | -15.4% | +5.8% | -6.1% |
| YTD | -15.7% | -25.1% | +9.4% | -10.2% |
| 1Y | -35.9% | -20.6% | -15.3% | -32.5% |
| All | +124.6% | +7.9% | +116.7% | +106.7% |
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