+9.8%
BAX vs IDXX
-16.0%
+25.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.5% |
| 7D | -1.1% | -3.5% | +2.4% | +0.6% |
| 30D | -5.5% | -8.4% | +3.0% | -1.4% |
| 3M | +33.5% | -5.2% | +38.7% | +36.8% |
| 6M | +35.9% | -17.5% | +53.3% | +45.7% |
| YTD | +35.4% | -20.9% | +56.2% | +46.5% |
| 1Y | +9.8% | -16.4% | +26.2% | +18.8% |
| All | +9.8% | -16.0% | +25.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling