-49.3%
TE vs IDXX
-26.5%
-22.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +0.2% | -5.7% | +5.9% | +3.1% |
| 30D | -5.9% | -11.5% | +5.6% | -0.4% |
| 3M | -45.6% | -9.5% | -36.0% | -44.1% |
| 6M | -43.4% | -16.0% | -27.4% | -39.8% |
| YTD | -31.0% | -25.4% | -5.6% | -22.1% |
| 1Y | +145.2% | -21.8% | +167.0% | +161.1% |
| 3Y | -24.1% | +7.0% | -31.1% | -37.9% |
| All | -49.3% | -26.5% | -22.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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