+7.0%
IDXX vs BBIO
+154.4%
-147.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -11.5% | -13.6% | +2.1% | -10.0% |
| 3M | -9.5% | +7.2% | -16.8% | -10.7% |
| 6M | -16.0% | +1.5% | -17.4% | -16.5% |
| YTD | -25.4% | -5.3% | -20.1% | -25.7% |
| 1Y | -21.8% | +37.7% | -59.5% | -26.4% |
| 3Y | +7.0% | +153.9% | -146.9% | -14.8% |
| All | +7.0% | +154.4% | -147.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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