-39.3%
BAX vs IDXX
+360.5%
-399.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -7.9% | -5.7% | -2.1% | -6.0% |
| 30D | -11.7% | -11.5% | -0.1% | -8.0% |
| 3M | +16.2% | -9.5% | +25.7% | +20.3% |
| 6M | +32.0% | -16.0% | +47.9% | +39.7% |
| YTD | +24.7% | -25.4% | +50.1% | +37.3% |
| 1Y | -2.6% | -21.8% | +19.1% | +5.0% |
| 3Y | -35.0% | +7.0% | -42.0% | -38.2% |
| 5Y | -67.6% | -26.0% | -41.6% | -66.3% |
| All | -39.3% | +360.5% | -399.8% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling