-34.8%
BROS vs IDXX
-16.0%
-18.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.3% |
| 7D | -6.7% | -3.5% | -3.1% | -5.4% |
| 30D | -29.1% | -8.4% | -20.6% | -26.8% |
| 3M | -16.7% | -5.2% | -11.5% | -15.7% |
| 6M | -11.6% | -17.5% | +5.9% | -6.5% |
| YTD | -23.9% | -20.9% | -3.0% | -18.8% |
| 1Y | -34.8% | -16.4% | -18.4% | -31.1% |
| All | -34.8% | -16.0% | -18.7% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling