-23.0%
IDXX vs CDW
-17.6%
-5.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -3.5% |
| 7D | -5.7% | +0.9% | -6.7% | -6.2% |
| 30D | -11.5% | +13.1% | -24.6% | -16.3% |
| 3M | -9.5% | +19.7% | -29.2% | -17.3% |
| 6M | -16.0% | +30.7% | -46.7% | -29.0% |
| YTD | -25.4% | +14.7% | -40.1% | -32.9% |
| 1Y | -21.8% | -5.3% | -16.5% | -22.4% |
| 3Y | +7.0% | -23.8% | +30.9% | +15.9% |
| All | -23.0% | -17.6% | -5.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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