+48.0%
BAX vs IDXX
-2.6%
+50.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | 0.0% | +2.0% |
| 7D | +4.1% | +24.1% | -20.0% | -7.1% |
| 30D | +9.4% | +32.5% | -23.1% | -6.6% |
| 3M | -6.5% | +18.8% | -25.3% | -14.2% |
| 6M | +59.6% | +24.0% | +35.5% | +41.4% |
| YTD | +38.9% | +3.3% | +35.6% | +37.8% |
| 1Y | +48.0% | -3.3% | +51.3% | +50.2% |
| All | +48.0% | -2.6% | +50.6% | +50.2% |
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