-0.3%
AXP vs IDXX
-16.0%
+15.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -2.1% | -3.5% | +1.4% | -1.1% |
| 30D | -6.5% | -8.4% | +1.9% | -4.2% |
| 3M | +4.6% | -5.2% | +9.8% | +5.9% |
| 6M | +5.4% | -17.5% | +22.9% | +10.4% |
| YTD | -11.1% | -20.9% | +9.7% | -6.1% |
| 1Y | -0.3% | -16.4% | +16.1% | +5.0% |
| All | -0.3% | -16.0% | +15.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling