+63.0%
BROS vs IDXX
+7.6%
+55.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -5.8% | -5.7% | 0.0% | -3.8% |
| 30D | -14.0% | -11.5% | -2.4% | -10.2% |
| 3M | -32.5% | -9.5% | -23.0% | -30.4% |
| 6M | -14.9% | -16.0% | +1.1% | -9.9% |
| YTD | -28.3% | -25.4% | -2.9% | -21.2% |
| 1Y | -34.0% | -21.8% | -12.2% | -28.8% |
| 3Y | +63.0% | +7.0% | +55.9% | +39.7% |
| All | +63.0% | +7.6% | +55.4% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling