+7,915.1%
IDXX vs BB
+257.4%
+7,657.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | -11.5% | -12.5% | +1.0% | -10.4% |
| 3M | -9.5% | -17.4% | +7.9% | -8.6% |
| 6M | -16.0% | +119.1% | -135.1% | -24.7% |
| YTD | -25.4% | +102.4% | -127.8% | -32.6% |
| 1Y | -21.8% | +98.2% | -120.0% | -29.5% |
| 3Y | +7.0% | +46.9% | -39.9% | -3.3% |
| 5Y | -26.0% | -26.4% | +0.4% | -29.4% |
| 10Y | +358.9% | +1.3% | +357.6% | +279.9% |
| All | +7,915.1% | +257.4% | +7,657.7% | +4,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling