+352.1%
IDXX vs BLDR
+383.3%
-31.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.9% |
| 7D | -5.7% | -8.2% | +2.5% | -3.8% |
| 30D | -11.5% | -16.6% | +5.1% | -7.7% |
| 3M | -9.5% | -23.2% | +13.6% | -4.4% |
| 6M | -16.0% | -33.7% | +17.8% | -8.5% |
| YTD | -25.4% | -41.3% | +15.9% | -16.9% |
| 1Y | -21.8% | -58.8% | +37.0% | -5.6% |
| 3Y | +7.0% | -57.5% | +64.5% | +22.5% |
| 5Y | -26.0% | +12.9% | -38.9% | -34.4% |
| All | +352.1% | +383.3% | -31.3% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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