+4,248.3%
BDX vs IDXX
+53,734.7%
-49,486.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.2% | -5.7% | +2.6% | -2.2% |
| 30D | -2.5% | -11.5% | +9.0% | -0.7% |
| 3M | +21.4% | -9.5% | +30.9% | +23.3% |
| 6M | +10.4% | -16.0% | +26.4% | +13.4% |
| YTD | +18.8% | -25.4% | +44.2% | +24.2% |
| 1Y | +21.7% | -21.8% | +43.5% | +25.9% |
| 3Y | -10.0% | +7.0% | -17.0% | -12.8% |
| 5Y | -1.8% | -26.0% | +24.1% | -1.0% |
| 10Y | +58.8% | +358.9% | -300.2% | +20.8% |
| All | +4,248.3% | +53,734.7% | -49,486.4% | +1,805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling