+14,488.3%
IDXX vs ARWR
-97.2%
+14,585.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -1.0% |
| 7D | -4.4% | -3.2% | -1.2% | -4.4% |
| 30D | -13.5% | -6.5% | -7.1% | -13.5% |
| 3M | -11.0% | +12.7% | -23.7% | -11.1% |
| 6M | -15.6% | +36.2% | -51.8% | -15.8% |
| YTD | -23.9% | +24.5% | -48.3% | -24.0% |
| 1Y | -21.4% | +198.0% | -219.4% | -22.1% |
| 3Y | +10.6% | +176.4% | -165.8% | +9.4% |
| 5Y | -23.9% | +26.6% | -50.4% | -24.4% |
| 10Y | +368.4% | +1,054.1% | -685.6% | +357.7% |
| All | +14,488.3% | -97.2% | +14,585.5% | +13,970.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling