+54,395.2%
IDXX vs EXPD
+28,848.8%
+25,546.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | -13.5% | +5.2% | -18.7% | -14.7% |
| 3M | -11.0% | +13.2% | -24.2% | -14.0% |
| 6M | -15.6% | +30.3% | -45.9% | -21.6% |
| YTD | -23.9% | +27.0% | -50.9% | -29.1% |
| 1Y | -21.4% | +57.3% | -78.7% | -31.0% |
| 3Y | +10.6% | +70.0% | -59.4% | -5.4% |
| 5Y | -23.9% | +61.6% | -85.5% | -34.3% |
| 10Y | +368.4% | +321.1% | +47.4% | +220.9% |
| All | +54,395.2% | +28,848.8% | +25,546.4% | +17,491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling