+19.9%
IDXX vs BIYA
-99.8%
+119.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -5.7% | -1.8% | -4.0% | -5.7% |
| 30D | -11.5% | -17.5% | +5.9% | -11.4% |
| 3M | -9.5% | -78.0% | +68.5% | -9.2% |
| 6M | -16.0% | -89.5% | +73.5% | -15.2% |
| YTD | -25.4% | -94.3% | +68.9% | -24.0% |
| 1Y | -21.8% | -98.6% | +76.8% | -17.0% |
| All | +19.9% | -99.8% | +119.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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