-21.2%
BSX vs IDXX
+7.6%
-28.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -5.7% | -4.4% | -9.0% |
| 30D | -16.4% | -11.5% | -4.9% | -14.4% |
| 3M | -8.9% | -9.5% | +0.7% | -7.1% |
| 6M | -38.3% | -16.0% | -22.3% | -36.4% |
| YTD | -54.9% | -25.4% | -29.5% | -52.9% |
| 1Y | -58.8% | -21.8% | -37.0% | -57.3% |
| 3Y | -21.2% | +7.0% | -28.3% | -26.0% |
| All | -21.2% | +7.6% | -28.8% | -26.0% |
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