+32.4%
BN vs IDXX
-26.5%
+59.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -5.2% | -5.7% | +0.5% | -2.9% |
| 30D | -14.5% | -11.5% | -2.9% | -10.2% |
| 3M | -15.0% | -9.5% | -5.5% | -11.8% |
| 6M | -5.4% | -16.0% | +10.5% | +1.0% |
| YTD | -16.4% | -25.4% | +9.0% | -6.6% |
| 1Y | -16.2% | -21.8% | +5.5% | -8.9% |
| 3Y | +67.5% | +7.0% | +60.5% | +49.2% |
| All | +32.4% | -26.5% | +59.0% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling