+20.1%
IDXX vs VLTO
+26.2%
-6.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -4.6% | -1.6% | -3.0% | -3.8% |
| 30D | -11.3% | -2.9% | -8.5% | -10.0% |
| 3M | -7.3% | +12.7% | -20.0% | -12.8% |
| 6M | -14.5% | +1.6% | -16.1% | -15.4% |
| YTD | -23.1% | -4.0% | -19.1% | -22.0% |
| 1Y | -20.3% | -10.2% | -10.2% | -16.4% |
| All | +20.1% | +26.2% | -6.1% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling