+246.5%
BBY vs IDXX
+360.5%
-113.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | +0.6% | -5.7% | +6.3% | +2.9% |
| 30D | +9.4% | -11.5% | +20.9% | +14.7% |
| 3M | +19.3% | -9.5% | +28.9% | +23.7% |
| 6M | +47.9% | -16.0% | +63.9% | +57.4% |
| YTD | +39.6% | -25.4% | +65.0% | +55.3% |
| 1Y | +22.2% | -21.8% | +44.0% | +32.5% |
| 3Y | +45.0% | +7.0% | +37.9% | +31.7% |
| 5Y | +2.6% | -26.0% | +28.5% | +4.7% |
| All | +246.5% | +360.5% | -113.9% | +76.7% |
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