+170.0%
PBF vs IDXX
-16.0%
+186.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.1% |
| 7D | +4.3% | -3.5% | +7.8% | +3.5% |
| 30D | +22.0% | -8.4% | +30.4% | +19.2% |
| 3M | +74.5% | -5.2% | +79.7% | +72.9% |
| 6M | +67.7% | -17.5% | +85.1% | +69.2% |
| YTD | +179.2% | -20.9% | +200.0% | +181.4% |
| 1Y | +170.0% | -16.4% | +186.4% | +166.6% |
| All | +170.0% | -16.0% | +186.0% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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