+75.8%
BA vs IDXX
+360.5%
-284.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | -0.8% | -5.7% | +4.9% | +1.4% |
| 30D | -9.0% | -11.5% | +2.6% | -4.7% |
| 3M | -5.0% | -9.5% | +4.5% | -1.7% |
| 6M | -1.7% | -16.0% | +14.3% | +4.4% |
| YTD | -3.1% | -25.4% | +22.3% | +7.3% |
| 1Y | -4.3% | -21.8% | +17.4% | +3.3% |
| 3Y | -0.3% | +7.0% | -7.3% | -10.3% |
| 5Y | +0.1% | -26.0% | +26.0% | +2.2% |
| All | +75.8% | +360.5% | -284.7% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling