-23.0%
IDXX vs ARWR
+29.9%
-52.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -4.0% | -1.7% | -5.1% |
| 30D | -11.5% | -5.0% | -6.5% | -10.9% |
| 3M | -9.5% | +11.3% | -20.9% | -11.6% |
| 6M | -16.0% | +42.6% | -58.6% | -21.5% |
| YTD | -25.4% | +24.8% | -50.2% | -29.2% |
| 1Y | -21.8% | +178.8% | -200.5% | -36.6% |
| 3Y | +7.0% | +183.3% | -176.3% | -21.2% |
| All | -23.0% | +29.9% | -52.9% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling