+12,882.1%
BLK vs IDXX
+11,560.9%
+1,321.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.3% | -5.7% | +2.4% | -1.4% |
| 30D | -6.5% | -11.5% | +5.0% | -2.8% |
| 3M | +6.7% | -9.5% | +16.3% | +10.0% |
| 6M | +14.7% | -16.0% | +30.7% | +20.8% |
| YTD | +2.5% | -25.4% | +27.9% | +12.1% |
| 1Y | -2.8% | -21.8% | +19.0% | +3.9% |
| 3Y | +65.9% | +7.0% | +58.8% | +54.2% |
| 5Y | +33.0% | -26.0% | +58.9% | +36.2% |
| 10Y | +281.2% | +358.9% | -77.7% | +117.9% |
| All | +12,882.1% | +11,560.9% | +1,321.2% | +4,145.5% |
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