-3.3%
IDXX vs BTSG
+111.7%
-115.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +24.1% | +17.4% | +6.7% | +22.1% |
| 30D | +32.5% | +12.6% | +20.0% | +31.0% |
| 3M | +18.8% | +11.2% | +7.6% | +17.5% |
| 6M | +24.0% | +30.4% | -6.3% | +14.5% |
| YTD | +3.3% | +86.4% | -83.1% | -16.0% |
| 1Y | -3.3% | +117.9% | -121.2% | -28.3% |
| All | -3.3% | +111.7% | -115.0% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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