-16.4%
IDXX vs DVA
+35.1%
-51.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -3.5% | +1.8% | -5.4% | -3.7% |
| 30D | -8.4% | -2.5% | -6.0% | -8.3% |
| 3M | -5.2% | -4.3% | -0.9% | -5.1% |
| 6M | -17.5% | +18.9% | -36.3% | -18.8% |
| YTD | -20.9% | +61.9% | -82.8% | -23.0% |
| 1Y | -16.4% | +35.7% | -52.1% | -14.9% |
| All | -16.4% | +35.1% | -51.6% | -14.9% |
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