-23.0%
IDXX vs BLDR
+10.9%
-33.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.0% |
| 7D | -5.7% | -8.2% | +2.5% | -3.4% |
| 30D | -11.5% | -16.6% | +5.1% | -7.0% |
| 3M | -9.5% | -23.2% | +13.6% | -3.5% |
| 6M | -16.0% | -33.7% | +17.8% | -7.0% |
| YTD | -25.4% | -41.3% | +15.9% | -15.2% |
| 1Y | -21.8% | -58.8% | +37.0% | -1.7% |
| 3Y | +7.0% | -57.5% | +64.5% | +22.5% |
| All | -23.0% | +10.9% | -33.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling