-3.0%
IDXX vs DVA
+61.0%
-64.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.8% | -1.8% | +3.4% |
| 7D | +24.1% | +4.7% | +19.3% | +23.6% |
| 30D | +32.5% | +7.8% | +24.7% | +31.6% |
| 3M | +18.8% | -15.5% | +34.3% | +19.7% |
| 6M | +24.0% | +25.0% | -1.0% | +21.6% |
| YTD | +3.3% | +69.6% | -66.3% | +1.3% |
| All | -3.0% | +61.0% | -64.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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