+7.0%
IDXX vs BNS
+130.5%
-123.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -11.5% | +3.5% | -15.0% | -12.8% |
| 3M | -9.5% | +14.1% | -23.6% | -14.8% |
| 6M | -16.0% | +33.8% | -49.7% | -26.5% |
| YTD | -25.4% | +29.5% | -54.9% | -33.9% |
| 1Y | -21.8% | +48.4% | -70.2% | -35.2% |
| 3Y | +7.0% | +129.6% | -122.6% | -31.1% |
| All | +7.0% | +130.5% | -123.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling