+14.9%
BTDR vs IDXX
+7.6%
+7.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -3.4% | -5.7% | +2.3% | 0.0% |
| 30D | +32.6% | -11.5% | +44.1% | +41.7% |
| 3M | -32.2% | -9.5% | -22.7% | -30.1% |
| 6M | +52.4% | -16.0% | +68.3% | +66.5% |
| YTD | +6.7% | -25.4% | +32.1% | +25.5% |
| 1Y | -15.2% | -21.8% | +6.5% | -4.0% |
| 3Y | +14.9% | +7.0% | +7.9% | -20.0% |
| All | +14.9% | +7.6% | +7.3% | -20.0% |
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