+114.7%
AXP vs IDXX
-25.5%
+140.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.2% |
| 7D | -2.8% | -4.3% | +1.5% | -1.5% |
| 30D | -5.9% | -13.7% | +7.8% | -1.7% |
| 3M | +2.6% | -9.1% | +11.7% | +5.3% |
| 6M | +6.4% | -15.4% | +21.8% | +11.4% |
| YTD | -12.6% | -25.1% | +12.5% | -5.2% |
| 1Y | +0.2% | -20.6% | +20.8% | +6.3% |
| 3Y | +110.9% | +8.7% | +102.2% | +94.1% |
| 5Y | +114.7% | -25.7% | +140.4% | +104.7% |
| All | +114.7% | -25.5% | +140.2% | +104.7% |
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 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