+7.0%
IDXX vs BWA
+70.7%
-63.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -11.5% | -2.9% | -8.6% | -11.1% |
| 3M | -9.5% | -10.7% | +1.2% | -7.5% |
| 6M | -16.0% | +26.5% | -42.4% | -21.3% |
| YTD | -25.4% | +49.1% | -74.5% | -34.4% |
| 1Y | -21.8% | +52.1% | -73.8% | -31.7% |
| 3Y | +7.0% | +72.6% | -65.5% | -13.7% |
| All | +7.0% | +70.7% | -63.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling