+72.6%
TEL vs IDXX
+7.6%
+65.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +3.2% |
| 30D | -0.7% | -11.5% | +10.9% | +2.5% |
| 3M | +2.4% | -9.5% | +12.0% | +4.9% |
| 6M | +4.1% | -16.0% | +20.1% | +8.6% |
| YTD | -5.8% | -25.4% | +19.6% | +1.1% |
| 1Y | +0.9% | -21.8% | +22.6% | +6.7% |
| 3Y | +72.6% | +7.0% | +65.6% | +61.5% |
| All | +72.6% | +7.6% | +65.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling