-23.0%
IDXX vs BG
+81.8%
-104.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -5.7% | +3.1% | -8.8% | -6.2% |
| 30D | -11.5% | +10.2% | -21.8% | -12.9% |
| 3M | -9.5% | -1.7% | -7.9% | -9.5% |
| 6M | -16.0% | +1.0% | -16.9% | -16.6% |
| YTD | -25.4% | +39.9% | -65.3% | -30.5% |
| 1Y | -21.8% | +53.2% | -75.0% | -28.7% |
| 3Y | +7.0% | +16.3% | -9.2% | +0.9% |
| All | -23.0% | +81.8% | -104.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling