+162.4%
EXPE vs IDXX
+7.6%
+154.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.8% | -5.7% | 0.0% | -3.7% |
| 30D | -13.6% | -11.5% | -2.1% | -9.6% |
| 3M | +25.2% | -9.5% | +34.7% | +29.8% |
| 6M | +22.3% | -16.0% | +38.3% | +30.0% |
| YTD | -0.3% | -25.4% | +25.1% | +9.9% |
| 1Y | +27.8% | -21.8% | +49.6% | +37.8% |
| 3Y | +162.4% | +7.0% | +155.4% | +123.0% |
| All | +162.4% | +7.6% | +154.9% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling