-25.7%
IDXX vs EXPD
+61.4%
-87.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -4.3% | +1.2% | -5.5% | -4.8% |
| 30D | -13.7% | +6.8% | -20.5% | -16.2% |
| 3M | -9.1% | +14.9% | -24.0% | -14.7% |
| 6M | -15.4% | +34.6% | -50.0% | -26.6% |
| YTD | -25.1% | +27.7% | -52.8% | -34.0% |
| 1Y | -20.6% | +57.7% | -78.3% | -37.5% |
| 3Y | +8.7% | +70.9% | -62.2% | -20.3% |
| 5Y | -25.7% | +59.5% | -85.2% | -44.9% |
| All | -25.7% | +61.4% | -87.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling