+18.4%
BX vs IDXX
-26.5%
+45.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.7% |
| 7D | -5.6% | -5.7% | +0.1% | -2.8% |
| 30D | -12.2% | -11.5% | -0.7% | -6.7% |
| 3M | +7.4% | -9.5% | +16.9% | +12.5% |
| 6M | +22.2% | -16.0% | +38.1% | +32.5% |
| YTD | -14.0% | -25.4% | +11.4% | -1.2% |
| 1Y | -27.3% | -21.8% | -5.5% | -19.4% |
| 3Y | +24.5% | +7.0% | +17.5% | +7.3% |
| All | +18.4% | -26.5% | +45.0% | +16.4% |
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