+750.5%
PBF vs IDXX
-26.5%
+777.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | -5.7% | +11.1% | +6.1% |
| 30D | +11.7% | -11.5% | +23.3% | +13.5% |
| 3M | +91.1% | -9.5% | +100.6% | +93.0% |
| 6M | +88.4% | -16.0% | +104.4% | +91.6% |
| YTD | +194.1% | -25.4% | +219.5% | +205.4% |
| 1Y | +180.4% | -21.8% | +202.2% | +187.4% |
| 3Y | +59.3% | +7.0% | +52.3% | +51.3% |
| All | +750.5% | -26.5% | +777.0% | +703.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling