-23.0%
IDXX vs TROW
-39.4%
+16.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -4.8% | -3.6% | -1.2% | -2.8% |
| 30D | -7.5% | -4.3% | -3.2% | -5.3% |
| 3M | -9.1% | -2.3% | -6.8% | -8.5% |
| 6M | -11.2% | +22.7% | -33.9% | -21.7% |
| YTD | -24.7% | +6.1% | -30.8% | -28.2% |
| 1Y | -20.5% | +5.4% | -25.9% | -24.1% |
| 3Y | +10.3% | +9.9% | +0.4% | -0.4% |
| 5Y | -23.0% | -38.5% | +15.5% | -10.2% |
| All | -23.0% | -39.4% | +16.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling