+16.9%
IDXX vs VLTO
+23.4%
-6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.0% |
| 7D | -4.3% | -4.5% | +0.2% | -2.0% |
| 30D | -13.7% | -4.6% | -9.0% | -11.6% |
| 3M | -9.1% | +13.3% | -22.3% | -14.6% |
| 6M | -15.4% | +2.1% | -17.5% | -16.5% |
| YTD | -25.1% | -6.1% | -19.1% | -23.2% |
| 1Y | -20.6% | -11.4% | -9.2% | -16.1% |
| All | +16.9% | +23.4% | -6.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling