+136.5%
BAC vs IDXX
+7.6%
+129.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -5.7% | +5.7% | +1.1% |
| 30D | -2.8% | -11.5% | +8.8% | -0.6% |
| 3M | +14.2% | -9.5% | +23.8% | +16.1% |
| 6M | +30.5% | -16.0% | +46.5% | +34.4% |
| YTD | +15.8% | -25.4% | +41.2% | +21.7% |
| 1Y | +26.2% | -21.8% | +47.9% | +31.1% |
| 3Y | +136.5% | +7.0% | +129.5% | +112.1% |
| All | +136.5% | +7.6% | +129.0% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling