+396.0%
HPE vs IDXX
-26.5%
+422.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.5% |
| 7D | +19.4% | -5.7% | +25.1% | +20.9% |
| 30D | +5.6% | -11.5% | +17.2% | +8.4% |
| 3M | +33.1% | -9.5% | +42.6% | +35.1% |
| 6M | +192.5% | -16.0% | +208.4% | +201.7% |
| YTD | +160.9% | -25.4% | +186.3% | +177.6% |
| 1Y | +155.0% | -21.8% | +176.7% | +166.7% |
| 3Y | +289.4% | +7.0% | +282.4% | +257.3% |
| All | +396.0% | -26.5% | +422.5% | +313.0% |
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 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