+696.3%
TEL vs IDXX
+2,220.7%
-1,524.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | +1.6% | -5.7% | +7.3% | +4.3% |
| 30D | -0.7% | -11.5% | +10.9% | +4.7% |
| 3M | +2.4% | -9.5% | +12.0% | +6.5% |
| 6M | +4.1% | -16.0% | +20.1% | +11.6% |
| YTD | -5.8% | -25.4% | +19.6% | +6.2% |
| 1Y | +0.9% | -21.8% | +22.6% | +10.3% |
| 3Y | +72.6% | +7.0% | +65.6% | +54.3% |
| 5Y | +57.5% | -26.0% | +83.5% | +62.1% |
| 10Y | +313.6% | +358.9% | -45.3% | +56.5% |
| All | +696.3% | +2,220.7% | -1,524.5% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling