-3.3%
IDXX vs BB
+88.0%
-91.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.0% | -3.0% | +4.2% |
| 7D | +24.1% | -6.8% | +30.9% | +24.0% |
| 30D | +32.5% | -3.5% | +36.1% | +32.6% |
| 3M | +18.8% | -1.2% | +20.0% | +19.0% |
| 6M | +24.0% | +57.0% | -32.9% | +17.2% |
| YTD | +3.3% | +131.1% | -127.9% | -7.5% |
| 1Y | -3.3% | +87.6% | -90.8% | -12.2% |
| All | -3.3% | +88.0% | -91.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling