-21.8%
IDXX vs EXEL
+48.5%
-70.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -5.7% | -4.9% | -0.8% | -5.1% |
| 30D | -11.5% | +11.4% | -22.9% | -12.8% |
| 3M | -9.5% | +4.9% | -14.4% | -10.3% |
| 6M | -16.0% | +34.4% | -50.4% | -19.2% |
| YTD | -25.4% | +28.0% | -53.4% | -28.0% |
| 1Y | -21.8% | +43.6% | -65.4% | -24.1% |
| All | -21.8% | +48.5% | -70.3% | -24.1% |
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