+7.0%
IDXX vs BAM
+48.8%
-41.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -6.6% | +0.9% | -3.2% |
| 30D | -11.5% | -12.4% | +0.9% | -7.0% |
| 3M | -9.5% | +2.4% | -11.9% | -10.5% |
| 6M | -16.0% | +7.9% | -23.9% | -18.7% |
| YTD | -25.4% | -7.0% | -18.4% | -24.0% |
| 1Y | -21.8% | -13.4% | -8.4% | -18.4% |
| 3Y | +7.0% | +46.9% | -39.8% | -16.5% |
| All | +7.0% | +48.8% | -41.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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