+17.3%
IDXX vs BAM
+67.8%
-50.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.1% |
| 7D | -4.4% | -3.9% | -0.5% | -3.0% |
| 30D | -13.5% | -8.8% | -4.7% | -10.7% |
| 3M | -11.0% | +2.2% | -13.2% | -11.9% |
| 6M | -15.6% | +5.9% | -21.5% | -17.7% |
| YTD | -23.9% | -6.1% | -17.7% | -22.8% |
| 1Y | -21.4% | -11.6% | -9.8% | -18.7% |
| 3Y | +10.6% | +51.7% | -41.1% | -9.9% |
| All | +17.3% | +67.8% | -50.5% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling