+18,475.7%
BN vs IDXX
+53,734.7%
-35,259.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -5.2% | -5.7% | +0.5% | -4.1% |
| 30D | -14.5% | -11.5% | -2.9% | -12.5% |
| 3M | -15.0% | -9.5% | -5.5% | -13.5% |
| 6M | -5.4% | -16.0% | +10.5% | -2.5% |
| YTD | -16.4% | -25.4% | +9.0% | -12.1% |
| 1Y | -16.2% | -21.8% | +5.5% | -12.8% |
| 3Y | +67.5% | +7.0% | +60.5% | +62.7% |
| 5Y | +34.1% | -26.0% | +60.1% | +37.2% |
| 10Y | +261.8% | +358.9% | -97.1% | +180.8% |
| All | +18,475.7% | +53,734.7% | -35,259.0% | +8,233.4% |
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