-2.8%
BSX vs IDXX
-26.5%
+23.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -5.7% | -4.4% | -8.8% |
| 30D | -16.4% | -11.5% | -4.9% | -13.9% |
| 3M | -8.9% | -9.5% | +0.7% | -6.6% |
| 6M | -38.3% | -16.0% | -22.3% | -35.8% |
| YTD | -54.9% | -25.4% | -29.5% | -52.0% |
| 1Y | -58.8% | -21.8% | -37.0% | -56.8% |
| 3Y | -21.2% | +7.0% | -28.3% | -26.2% |
| All | -2.8% | -26.5% | +23.8% | -4.6% |
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