+56.7%
BDX vs IDXX
+360.5%
-303.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.2% | -5.7% | +2.6% | -1.7% |
| 30D | -2.5% | -11.5% | +9.0% | +0.5% |
| 3M | +21.4% | -9.5% | +30.9% | +24.5% |
| 6M | +10.4% | -16.0% | +26.4% | +15.1% |
| YTD | +18.8% | -25.4% | +44.2% | +27.3% |
| 1Y | +21.7% | -21.8% | +43.5% | +28.3% |
| 3Y | -10.0% | +7.0% | -17.0% | -15.0% |
| 5Y | -1.8% | -26.0% | +24.1% | +0.1% |
| All | +56.7% | +360.5% | -303.8% | -13.7% |
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