+465.4%
AXP vs IDXX
+360.5%
+104.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.5% | -5.7% | +5.3% | +1.5% |
| 30D | -5.6% | -11.5% | +5.9% | -1.8% |
| 3M | +2.2% | -9.5% | +11.8% | +5.3% |
| 6M | +6.7% | -16.0% | +22.7% | +12.4% |
| YTD | -11.5% | -25.4% | +13.9% | -3.2% |
| 1Y | -0.4% | -21.8% | +21.4% | +6.7% |
| 3Y | +113.0% | +7.0% | +106.0% | +97.0% |
| 5Y | +117.4% | -26.0% | +143.3% | +120.8% |
| All | +465.4% | +360.5% | +104.9% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling