+134.2%
BP vs IDXX
+360.5%
-226.3%
-63.9%
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 | +5.2% | -5.7% | +11.0% | +6.1% |
| 30D | +8.7% | -11.5% | +20.3% | +10.5% |
| 3M | +9.3% | -9.5% | +18.9% | +10.6% |
| 6M | +13.6% | -16.0% | +29.5% | +15.8% |
| YTD | +37.7% | -25.4% | +63.1% | +42.8% |
| 1Y | +40.6% | -21.8% | +62.4% | +44.1% |
| 3Y | +40.3% | +7.0% | +33.3% | +32.6% |
| 5Y | +141.4% | -26.0% | +167.4% | +140.9% |
| All | +134.2% | +360.5% | -226.3% | +43.3% |
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