+7.0%
IDXX vs EXEL
+154.7%
-147.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -5.7% | -4.9% | -0.8% | -5.3% |
| 30D | -11.5% | +11.4% | -22.9% | -12.4% |
| 3M | -9.5% | +4.9% | -14.4% | -10.0% |
| 6M | -16.0% | +34.4% | -50.4% | -18.0% |
| YTD | -25.4% | +28.0% | -53.4% | -27.0% |
| 1Y | -21.8% | +43.6% | -65.4% | -24.0% |
| 3Y | +7.0% | +155.2% | -148.2% | +0.4% |
| All | +7.0% | +154.7% | -147.7% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling