-23.0%
IDXX vs BR
+8.0%
-31.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -5.7% | -3.0% | -2.8% | -4.0% |
| 30D | -11.5% | -0.3% | -11.3% | -11.6% |
| 3M | -9.5% | +17.3% | -26.8% | -18.0% |
| 6M | -16.0% | -6.7% | -9.3% | -13.1% |
| YTD | -25.4% | -23.4% | -2.0% | -13.3% |
| 1Y | -21.8% | -32.7% | +10.9% | -1.2% |
| 3Y | +7.0% | -5.9% | +12.9% | +3.4% |
| All | -23.0% | +8.0% | -31.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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