+2,065.2%
XEL vs IDXX
+53,734.7%
-51,669.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -5.7% | +5.4% | +0.3% |
| 30D | -3.9% | -11.5% | +7.6% | -2.9% |
| 3M | -2.8% | -9.5% | +6.7% | -2.0% |
| 6M | -5.4% | -16.0% | +10.6% | -4.1% |
| YTD | +3.8% | -25.4% | +29.2% | +6.3% |
| 1Y | +6.8% | -21.8% | +28.6% | +8.7% |
| 3Y | +45.6% | +7.0% | +38.6% | +42.1% |
| 5Y | +30.7% | -26.0% | +56.6% | +30.6% |
| 10Y | +151.7% | +358.9% | -207.2% | +112.7% |
| All | +2,065.2% | +53,734.7% | -51,669.5% | +1,349.2% |
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