+85.5%
IDXX vs BBIO
+136.7%
-51.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -9.5% | +7.2% | -16.8% | -10.4% |
| 6M | -16.0% | +1.5% | -17.4% | -16.4% |
| YTD | -25.4% | -5.3% | -20.1% | -25.6% |
| 1Y | -21.8% | +37.7% | -59.5% | -25.0% |
| 3Y | +7.0% | +153.9% | -146.9% | -5.7% |
| 5Y | -26.0% | +43.9% | -69.8% | -42.1% |
| All | +85.5% | +136.7% | -51.1% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling