+1,100.6%
BMY vs IDXX
+53,734.7%
-52,634.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -5.7% | +1.0% | -3.9% |
| 30D | -0.1% | -11.5% | +11.5% | +1.7% |
| 3M | +13.1% | -9.5% | +22.6% | +14.7% |
| 6M | +8.4% | -16.0% | +24.4% | +11.0% |
| YTD | +22.0% | -25.4% | +47.4% | +26.9% |
| 1Y | +40.3% | -21.8% | +62.1% | +44.5% |
| 3Y | +20.5% | +7.0% | +13.5% | +16.8% |
| 5Y | +23.7% | -26.0% | +49.7% | +24.2% |
| 10Y | +62.6% | +358.9% | -296.3% | +22.9% |
| All | +1,100.6% | +53,734.7% | -52,634.0% | +407.6% |
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