+91.4%
EXPE vs IDXX
-26.5%
+117.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.8% | -5.7% | 0.0% | -3.2% |
| 30D | -13.6% | -11.5% | -2.1% | -8.8% |
| 3M | +25.2% | -9.5% | +34.7% | +30.7% |
| 6M | +22.3% | -16.0% | +38.3% | +31.8% |
| YTD | -0.3% | -25.4% | +25.1% | +12.6% |
| 1Y | +27.8% | -21.8% | +49.6% | +40.0% |
| 3Y | +162.4% | +7.0% | +155.4% | +133.0% |
| All | +91.4% | -26.5% | +117.9% | +86.6% |
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