-6.7%
AXP vs IDXX
-2.6%
-4.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.8% | +1.1% |
| 7D | +4.6% | +24.1% | -19.5% | -1.8% |
| 30D | +9.7% | +32.5% | -22.8% | +0.5% |
| 3M | -3.8% | +18.8% | -22.6% | -8.3% |
| 6M | +4.8% | +24.0% | -19.2% | -2.2% |
| YTD | -9.1% | +3.3% | -12.3% | -8.7% |
| 1Y | -6.7% | -3.3% | -3.4% | -3.3% |
| All | -6.7% | -2.6% | -4.1% | -3.3% |
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