-23.0%
IDXX vs BMRN
-16.0%
-6.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -1.3% | -4.5% | -5.4% |
| 30D | -11.5% | -6.5% | -5.1% | -9.8% |
| 3M | -9.5% | +18.3% | -27.8% | -14.2% |
| 6M | -16.0% | +8.9% | -24.8% | -18.5% |
| YTD | -25.4% | +10.5% | -35.9% | -28.2% |
| 1Y | -21.8% | +17.5% | -39.2% | -26.7% |
| 3Y | +7.0% | -27.7% | +34.8% | +14.9% |
| All | -23.0% | -16.0% | -6.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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