-16.4%
IDXX vs EXEL
+59.2%
-75.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.5% | +8.4% | -11.9% | -4.6% |
| 30D | -8.4% | +4.1% | -12.5% | -9.0% |
| 3M | -5.2% | +12.4% | -17.6% | -6.9% |
| 6M | -17.5% | +41.5% | -59.0% | -21.3% |
| YTD | -20.9% | +34.6% | -55.5% | -24.3% |
| 1Y | -16.4% | +57.9% | -74.3% | -21.6% |
| All | -16.4% | +59.2% | -75.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling