+7.0%
IDXX vs GWRE
+50.1%
-43.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -5.7% | -13.2% | +7.5% | -3.6% |
| 30D | -11.5% | -18.6% | +7.0% | -9.3% |
| 3M | -9.5% | +18.9% | -28.4% | -13.5% |
| 6M | -16.0% | -11.0% | -5.0% | -16.2% |
| YTD | -25.4% | -29.9% | +4.5% | -22.7% |
| 1Y | -21.8% | -44.3% | +22.6% | -15.4% |
| 3Y | +7.0% | +51.7% | -44.6% | -19.8% |
| All | +7.0% | +50.1% | -43.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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