+59.3%
PBF vs IDXX
+7.6%
+51.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | -5.7% | +11.1% | +6.3% |
| 30D | +11.7% | -11.5% | +23.3% | +13.8% |
| 3M | +91.1% | -9.5% | +100.6% | +93.3% |
| 6M | +88.4% | -16.0% | +104.4% | +92.3% |
| YTD | +194.1% | -25.4% | +219.5% | +209.2% |
| 1Y | +180.4% | -21.8% | +202.2% | +188.9% |
| 3Y | +59.3% | +7.0% | +52.3% | +41.2% |
| All | +59.3% | +7.6% | +51.8% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling