-2.6%
BA vs IDXX
-25.5%
+22.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -2.7% | -4.3% | +1.6% | -1.4% |
| 30D | -12.2% | -13.7% | +1.5% | -8.3% |
| 3M | -2.0% | -9.1% | +7.0% | +0.5% |
| 6M | -6.0% | -15.4% | +9.5% | -1.5% |
| YTD | -5.7% | -25.1% | +19.5% | +2.0% |
| 1Y | -10.0% | -20.6% | +10.6% | -4.8% |
| 3Y | -3.1% | +8.7% | -11.8% | -11.8% |
| 5Y | -2.6% | -25.7% | +23.1% | -11.6% |
| All | -2.6% | -25.5% | +22.9% | -11.6% |
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