-5.3%
IDXX vs BRO
-5.4%
+0.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | +22.6% | +3.6% | +19.0% | +21.5% |
| 30D | +33.4% | +17.1% | +16.3% | +28.8% |
| 3M | +14.6% | +1.8% | +12.8% | +13.7% |
| 6M | +16.7% | +28.5% | -11.8% | +12.6% |
| YTD | -0.1% | -8.6% | +8.5% | -1.8% |
| 1Y | -5.3% | -4.7% | -0.6% | -5.6% |
| All | -5.3% | -5.4% | +0.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling