+1,509.0%
BAC vs IDXX
+53,734.7%
-52,225.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -5.7% | +5.7% | +1.2% |
| 30D | -2.8% | -11.5% | +8.8% | -0.4% |
| 3M | +14.2% | -9.5% | +23.8% | +16.3% |
| 6M | +30.5% | -16.0% | +46.5% | +34.7% |
| YTD | +15.8% | -25.4% | +41.2% | +22.2% |
| 1Y | +26.2% | -21.8% | +47.9% | +31.4% |
| 3Y | +136.5% | +7.0% | +129.5% | +126.5% |
| 5Y | +75.9% | -26.0% | +101.9% | +77.7% |
| 10Y | +397.9% | +358.9% | +39.0% | +241.8% |
| All | +1,509.0% | +53,734.7% | -52,225.7% | +575.9% |
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