+155.8%
EXC vs IDXX
+360.5%
-204.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | -5.7% | +4.6% | +0.1% |
| 30D | -3.6% | -11.5% | +7.9% | -1.3% |
| 3M | -4.3% | -9.5% | +5.3% | -2.6% |
| 6M | -9.9% | -16.0% | +6.0% | -7.2% |
| YTD | +1.8% | -25.4% | +27.2% | +7.2% |
| 1Y | +2.9% | -21.8% | +24.6% | +6.7% |
| 3Y | +19.1% | +7.0% | +12.1% | +11.4% |
| 5Y | +44.8% | -26.0% | +70.8% | +46.6% |
| All | +155.8% | +360.5% | -204.7% | +48.7% |
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 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