+17,423.2%
IDXX vs BWA
+3,394.0%
+14,029.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.8% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -13.7% | -5.5% | -8.2% | -12.5% |
| 3M | -9.1% | -7.6% | -1.4% | -7.6% |
| 6M | -15.4% | +25.0% | -40.4% | -21.2% |
| YTD | -25.1% | +47.0% | -72.1% | -33.9% |
| 1Y | -20.6% | +54.0% | -74.6% | -30.8% |
| 3Y | +8.7% | +70.7% | -61.9% | -9.6% |
| 5Y | -25.7% | +86.7% | -112.4% | -40.6% |
| 10Y | +360.6% | +154.0% | +206.6% | +217.8% |
| All | +17,423.2% | +3,394.0% | +14,029.2% | +5,450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling