-3.3%
IDXX vs BWA
+17.4%
-20.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +4.0% |
| 7D | +24.1% | -9.9% | +34.0% | +24.6% |
| 30D | +32.5% | -16.4% | +48.9% | +33.5% |
| 3M | +18.8% | -19.8% | +38.6% | +19.8% |
| 6M | +24.0% | -10.0% | +34.0% | +22.4% |
| YTD | +3.3% | +12.7% | -9.5% | -7.1% |
| 1Y | -3.3% | +15.7% | -18.9% | -13.9% |
| All | -3.3% | +17.4% | -20.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling