+56.5%
TEL vs IDXX
-26.5%
+83.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +3.7% |
| 30D | -0.7% | -11.5% | +10.9% | +3.5% |
| 3M | +2.4% | -9.5% | +12.0% | +5.7% |
| 6M | +4.1% | -16.0% | +20.1% | +10.1% |
| YTD | -5.8% | -25.4% | +19.6% | +3.6% |
| 1Y | +0.9% | -21.8% | +22.6% | +8.4% |
| 3Y | +72.6% | +7.0% | +65.6% | +56.5% |
| All | +56.5% | -26.5% | +83.1% | +49.9% |
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