-21.8%
IDXX vs BLDR
-57.4%
+35.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.8% |
| 7D | -5.7% | -8.2% | +2.5% | -4.2% |
| 30D | -11.5% | -16.6% | +5.1% | -8.5% |
| 3M | -9.5% | -23.2% | +13.6% | -5.6% |
| 6M | -16.0% | -33.7% | +17.8% | -10.5% |
| YTD | -25.4% | -41.3% | +15.9% | -19.1% |
| 1Y | -21.8% | -58.8% | +37.0% | -14.5% |
| All | -21.8% | -57.4% | +35.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling