+787.2%
EXPE vs IDXX
+3,022.4%
-2,235.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.3% |
| 7D | -8.7% | -4.3% | -4.4% | -6.8% |
| 30D | -13.6% | -13.7% | 0.0% | -7.7% |
| 3M | +26.6% | -9.1% | +35.7% | +32.1% |
| 6M | +19.9% | -15.4% | +35.4% | +29.1% |
| YTD | -1.7% | -25.1% | +23.4% | +11.3% |
| 1Y | +29.4% | -20.6% | +50.0% | +41.3% |
| 3Y | +155.7% | +8.7% | +146.9% | +130.4% |
| 5Y | +93.1% | -25.7% | +118.8% | +101.4% |
| 10Y | +162.1% | +360.6% | -198.5% | +1.9% |
| All | +787.2% | +3,022.4% | -2,235.2% | +23.3% |
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