-23.0%
IDXX vs BTG
+78.0%
-101.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -5.7% | -3.8% | -2.0% | -5.3% |
| 30D | -11.5% | +3.6% | -15.2% | -12.1% |
| 3M | -9.5% | +32.0% | -41.6% | -13.2% |
| 6M | -16.0% | +3.4% | -19.3% | -17.2% |
| YTD | -25.4% | +20.8% | -46.2% | -28.5% |
| 1Y | -21.8% | +22.4% | -44.2% | -25.8% |
| 3Y | +7.0% | +91.7% | -84.7% | -8.4% |
| All | -23.0% | +78.0% | -101.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling