+9,302.4%
AXP vs IDXX
+55,389.1%
-46,086.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.6% |
| 7D | +0.6% | -4.6% | +5.2% | +1.6% |
| 30D | -4.3% | -11.3% | +7.0% | -2.0% |
| 3M | +4.7% | -7.3% | +12.0% | +6.2% |
| 6M | +9.0% | -14.5% | +23.5% | +12.3% |
| YTD | -11.1% | -23.1% | +12.0% | -6.4% |
| 1Y | +1.3% | -20.3% | +21.6% | +5.5% |
| 3Y | +114.5% | +11.7% | +102.8% | +104.5% |
| 5Y | +118.0% | -24.4% | +142.4% | +121.2% |
| 10Y | +464.9% | +355.5% | +109.4% | +296.2% |
| All | +9,302.4% | +55,389.1% | -46,086.7% | +3,451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling