-23.0%
IDXX vs BRKR
-39.7%
+16.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -8.7% | +2.9% | -3.4% |
| 30D | -11.5% | -9.9% | -1.7% | -9.2% |
| 3M | -9.5% | -3.1% | -6.5% | -11.2% |
| 6M | -16.0% | +45.5% | -61.5% | -28.8% |
| YTD | -25.4% | +13.7% | -39.1% | -31.8% |
| 1Y | -21.8% | +67.4% | -89.2% | -38.1% |
| 3Y | +7.0% | -13.2% | +20.3% | +0.3% |
| All | -23.0% | -39.7% | +16.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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