+7,884.7%
IDXX vs EXEL
+263.2%
+7,621.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -4.3% | -2.9% | -1.4% | -4.0% |
| 30D | -13.7% | +11.9% | -25.5% | -14.9% |
| 3M | -9.1% | +9.2% | -18.3% | -10.2% |
| 6M | -15.4% | +39.1% | -54.5% | -19.1% |
| YTD | -25.1% | +31.0% | -56.2% | -27.9% |
| 1Y | -20.6% | +52.3% | -72.9% | -25.2% |
| 3Y | +8.7% | +159.7% | -151.0% | -5.8% |
| 5Y | -25.7% | +187.7% | -213.4% | -36.9% |
| 10Y | +360.6% | +379.4% | -18.8% | +246.7% |
| All | +7,884.7% | +263.2% | +7,621.5% | +3,815.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling