+352.1%
IDXX vs BHP
+496.8%
-144.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -3.6% | -2.1% | -4.7% |
| 30D | -11.5% | -1.2% | -10.4% | -11.4% |
| 3M | -9.5% | +1.2% | -10.7% | -10.4% |
| 6M | -16.0% | +21.4% | -37.4% | -21.8% |
| YTD | -25.4% | +50.4% | -75.8% | -35.3% |
| 1Y | -21.8% | +67.5% | -89.3% | -34.7% |
| 3Y | +7.0% | +72.8% | -65.8% | -12.9% |
| 5Y | -26.0% | +112.6% | -138.6% | -44.2% |
| All | +352.1% | +496.8% | -144.8% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling