+7.0%
IDXX vs EXPD
+73.1%
-66.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -5.7% | +2.0% | -7.7% | -6.3% |
| 30D | -11.5% | +4.4% | -16.0% | -12.8% |
| 3M | -9.5% | +15.7% | -25.3% | -13.9% |
| 6M | -16.0% | +37.5% | -53.4% | -24.7% |
| YTD | -25.4% | +29.9% | -55.3% | -32.2% |
| 1Y | -21.8% | +57.8% | -79.5% | -34.6% |
| 3Y | +7.0% | +71.6% | -64.6% | -19.8% |
| All | +7.0% | +73.1% | -66.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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