+7.0%
IDXX vs XME
+122.1%
-115.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.7% | -4.2% | -1.5% | -4.7% |
| 30D | -11.5% | -2.7% | -8.8% | -11.1% |
| 3M | -9.5% | -3.9% | -5.6% | -8.8% |
| 6M | -16.0% | -1.0% | -15.0% | -16.7% |
| YTD | -25.4% | +9.8% | -35.2% | -29.2% |
| 1Y | -21.8% | +32.5% | -54.3% | -31.5% |
| 3Y | +7.0% | +124.3% | -117.3% | -29.5% |
| All | +7.0% | +122.1% | -115.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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