+19.6%
BTDR vs IDXX
-26.2%
+45.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -3.4% | -5.7% | +2.3% | -1.3% |
| 30D | +32.6% | -11.5% | +44.1% | +38.2% |
| 3M | -32.2% | -9.5% | -22.7% | -30.8% |
| 6M | +52.4% | -16.0% | +68.3% | +61.2% |
| YTD | +6.7% | -25.4% | +32.1% | +18.0% |
| 1Y | -15.2% | -21.8% | +6.5% | -8.1% |
| 3Y | +14.9% | +7.0% | +7.9% | +8.1% |
| 5Y | +20.8% | -26.0% | +46.8% | +13.0% |
| All | +19.6% | -26.2% | +45.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling