-23.0%
IDXX vs BNS
+94.7%
-117.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -11.5% | +3.5% | -15.0% | -13.4% |
| 3M | -9.5% | +14.1% | -23.6% | -16.5% |
| 6M | -16.0% | +33.8% | -49.7% | -29.3% |
| YTD | -25.4% | +29.5% | -54.9% | -36.3% |
| 1Y | -21.8% | +48.4% | -70.2% | -38.6% |
| 3Y | +7.0% | +129.6% | -122.6% | -36.9% |
| All | -23.0% | +94.7% | -117.6% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling