+1,465.4%
IDXX vs BAH
+928.2%
+537.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -5.7% | +4.3% | -10.0% | -6.8% |
| 30D | -11.5% | -2.5% | -9.1% | -11.0% |
| 3M | -9.5% | -0.9% | -8.6% | -9.8% |
| 6M | -16.0% | +1.5% | -17.4% | -17.1% |
| YTD | -25.4% | -8.0% | -17.4% | -25.0% |
| 1Y | -21.8% | -24.7% | +3.0% | -17.3% |
| 3Y | +7.0% | -28.4% | +35.4% | +10.5% |
| 5Y | -26.0% | +2.8% | -28.8% | -33.0% |
| 10Y | +358.9% | +206.4% | +152.5% | +214.3% |
| All | +1,465.4% | +928.2% | +537.2% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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