+406.7%
BNY vs IDXX
+360.5%
+46.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | 0.0% |
| 30D | -0.2% | -11.5% | +11.4% | +2.5% |
| 3M | +14.9% | -9.5% | +24.5% | +17.1% |
| 6M | +40.0% | -16.0% | +55.9% | +44.8% |
| YTD | +42.0% | -25.4% | +67.4% | +50.7% |
| 1Y | +56.9% | -21.8% | +78.6% | +64.0% |
| 3Y | +289.9% | +7.0% | +282.8% | +266.7% |
| 5Y | +259.2% | -26.0% | +285.1% | +256.1% |
| All | +406.7% | +360.5% | +46.2% | +216.0% |
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