-16.4%
IDXX vs BEN
+42.6%
-59.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.4% | 0.0% |
| 7D | -3.5% | +0.2% | -3.8% | -3.6% |
| 30D | -8.4% | -0.5% | -7.9% | -8.3% |
| 3M | -5.2% | +9.7% | -14.9% | -8.5% |
| 6M | -17.5% | +33.9% | -51.4% | -27.5% |
| YTD | -20.9% | +49.0% | -69.8% | -34.6% |
| 1Y | -16.4% | +42.1% | -58.5% | -28.3% |
| All | -16.4% | +42.6% | -59.0% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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