+3,352.1%
IDXX vs BLDR
+372.2%
+2,979.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | -5.7% | -8.2% | +2.5% | -4.6% |
| 30D | -11.5% | -16.6% | +5.1% | -9.3% |
| 3M | -9.5% | -23.2% | +13.6% | -6.5% |
| 6M | -16.0% | -33.7% | +17.8% | -11.5% |
| YTD | -25.4% | -41.3% | +15.9% | -20.3% |
| 1Y | -21.8% | -58.8% | +37.0% | -12.5% |
| 3Y | +7.0% | -57.5% | +64.5% | +16.7% |
| 5Y | -26.0% | +12.9% | -38.9% | -29.8% |
| 10Y | +358.9% | +378.4% | -19.4% | +246.3% |
| All | +3,352.1% | +372.2% | +2,979.9% | +1,754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling