+7.0%
IDXX vs BEN
+51.0%
-43.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.7% | -3.1% | -2.6% | -4.6% |
| 30D | -11.5% | +0.2% | -11.7% | -11.7% |
| 3M | -9.5% | +6.8% | -16.4% | -12.1% |
| 6M | -16.0% | +38.1% | -54.1% | -26.8% |
| YTD | -25.4% | +44.3% | -69.7% | -36.4% |
| 1Y | -21.8% | +42.6% | -64.3% | -33.1% |
| 3Y | +7.0% | +52.3% | -45.3% | -14.5% |
| All | +7.0% | +51.0% | -43.9% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling