-16.4%
IDXX vs VO
+15.8%
-32.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -3.5% | -0.3% | -3.3% | -3.3% |
| 30D | -8.4% | -0.3% | -8.1% | -8.3% |
| 3M | -5.2% | +2.9% | -8.1% | -8.2% |
| 6M | -17.5% | +9.3% | -26.8% | -25.1% |
| YTD | -20.9% | +14.2% | -35.1% | -31.0% |
| 1Y | -16.4% | +15.3% | -31.7% | -29.3% |
| All | -16.4% | +15.8% | -32.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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