-21.8%
IDXX vs BRO
-27.7%
+6.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.7% | -7.3% | +1.6% | -4.6% |
| 30D | -11.5% | -6.9% | -4.7% | -10.6% |
| 3M | -9.5% | +10.7% | -20.2% | -9.6% |
| 6M | -16.0% | -2.7% | -13.3% | -16.4% |
| YTD | -25.4% | -16.3% | -9.1% | -26.2% |
| 1Y | -21.8% | -29.1% | +7.3% | -22.5% |
| All | -21.8% | -27.7% | +6.0% | -22.5% |
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