-3.3%
IDXX vs TROW
+17.3%
-20.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.0% | -2.0% | +1.4% |
| 7D | +24.1% | +8.2% | +15.9% | +20.3% |
| 30D | +32.5% | +8.3% | +24.2% | +28.4% |
| 3M | +18.8% | -1.6% | +20.4% | +18.8% |
| 6M | +24.0% | +11.9% | +12.2% | +17.9% |
| YTD | +3.3% | +14.3% | -11.1% | -5.0% |
| 1Y | -3.3% | +17.0% | -20.3% | -12.9% |
| All | -3.3% | +17.3% | -20.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling