+2,104.4%
IDXX vs BUD
+193.1%
+1,911.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -5.7% | -2.6% | -3.1% | -4.9% |
| 30D | -11.5% | -1.2% | -10.3% | -11.2% |
| 3M | -9.5% | -4.9% | -4.6% | -8.2% |
| 6M | -16.0% | +9.3% | -25.2% | -18.7% |
| YTD | -25.4% | +24.0% | -49.4% | -30.9% |
| 1Y | -21.8% | +34.5% | -56.3% | -29.6% |
| 3Y | +7.0% | +43.7% | -36.6% | -6.2% |
| 5Y | -26.0% | +46.0% | -72.0% | -36.3% |
| 10Y | +358.9% | -22.5% | +381.5% | +365.0% |
| All | +2,104.4% | +193.1% | +1,911.3% | +1,252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 all: compounded portfolio wealth divided by compounded BUD 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…
all analysis · Full analysis span regression · 6 months rolling