-23.0%
IDXX vs GWRE
+15.1%
-38.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -5.7% | -13.2% | +7.5% | -1.9% |
| 30D | -11.5% | -18.6% | +7.0% | -7.6% |
| 3M | -9.5% | +18.9% | -28.4% | -16.5% |
| 6M | -16.0% | -11.0% | -5.0% | -16.6% |
| YTD | -25.4% | -29.9% | +4.5% | -20.2% |
| 1Y | -21.8% | -44.3% | +22.6% | -9.3% |
| 3Y | +7.0% | +51.7% | -44.6% | -27.4% |
| All | -23.0% | +15.1% | -38.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling