-15.4%
IDXX vs EXEL
+35.1%
-50.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -4.3% | -2.9% | -1.4% | -3.8% |
| 30D | -13.7% | +11.9% | -25.5% | -15.4% |
| 3M | -9.1% | +9.2% | -18.3% | -11.0% |
| 6M | -15.4% | +39.1% | -54.5% | -24.0% |
| All | -15.4% | +35.1% | -50.5% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling