+1,274.2%
BP vs IDXX
+53,929.9%
-52,655.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | +5.7% | -4.3% | +10.0% | +6.3% |
| 30D | +8.1% | -13.7% | +21.7% | +9.9% |
| 3M | +8.6% | -9.1% | +17.7% | +9.6% |
| 6M | +18.1% | -15.4% | +33.5% | +20.0% |
| YTD | +37.6% | -25.1% | +62.7% | +41.7% |
| 1Y | +39.4% | -20.6% | +60.0% | +42.0% |
| 3Y | +40.1% | +8.7% | +31.3% | +35.2% |
| 5Y | +141.3% | -25.7% | +167.0% | +140.5% |
| 10Y | +136.0% | +360.6% | -224.7% | +83.8% |
| All | +1,274.2% | +53,929.9% | -52,655.7% | +632.1% |
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