-21.8%
IDXX vs BTG
+25.2%
-47.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -5.7% | -3.8% | -2.0% | -5.6% |
| 30D | -11.5% | +3.6% | -15.2% | -11.8% |
| 3M | -9.5% | +32.0% | -41.6% | -11.0% |
| 6M | -16.0% | +3.4% | -19.3% | -16.4% |
| YTD | -25.4% | +20.8% | -46.2% | -25.5% |
| 1Y | -21.8% | +22.4% | -44.2% | -22.0% |
| All | -21.8% | +25.2% | -47.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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