+136.2%
BP vs IDXX
-26.5%
+162.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | -5.7% | +11.0% | +5.6% |
| 30D | +8.7% | -11.5% | +20.3% | +9.6% |
| 3M | +9.3% | -9.5% | +18.9% | +10.0% |
| 6M | +13.6% | -16.0% | +29.5% | +14.8% |
| YTD | +37.7% | -25.4% | +63.1% | +40.6% |
| 1Y | +40.6% | -21.8% | +62.4% | +42.5% |
| 3Y | +40.3% | +7.0% | +33.3% | +33.7% |
| All | +136.2% | -26.5% | +162.7% | +119.6% |
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 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