+7.0%
IDXX vs ARWR
+173.9%
-166.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -4.0% | -1.7% | -5.4% |
| 30D | -11.5% | -5.0% | -6.5% | -11.2% |
| 3M | -9.5% | +11.3% | -20.9% | -10.7% |
| 6M | -16.0% | +42.6% | -58.6% | -19.1% |
| YTD | -25.4% | +24.8% | -50.2% | -27.6% |
| 1Y | -21.8% | +178.8% | -200.5% | -30.9% |
| 3Y | +7.0% | +183.3% | -176.3% | -14.8% |
| All | +7.0% | +173.9% | -166.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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