+120.2%
BKR vs IDXX
+360.5%
-240.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -7.0% | -5.7% | -1.3% | -5.7% |
| 30D | -8.1% | -11.5% | +3.4% | -5.5% |
| 3M | -6.6% | -9.5% | +2.9% | -4.8% |
| 6M | +0.9% | -16.0% | +16.8% | +4.4% |
| YTD | +31.1% | -25.4% | +56.5% | +39.3% |
| 1Y | +27.7% | -21.8% | +49.5% | +33.5% |
| 3Y | +71.2% | +7.0% | +64.2% | +60.0% |
| 5Y | +177.6% | -26.0% | +203.6% | +178.7% |
| All | +120.2% | +360.5% | -240.3% | +27.2% |
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 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