+141.2%
OVV vs IDXX
-26.5%
+167.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.7% | -5.7% | +4.1% | -0.4% |
| 30D | +0.8% | -11.5% | +12.3% | +3.3% |
| 3M | +13.3% | -9.5% | +22.8% | +15.2% |
| 6M | +16.9% | -16.0% | +32.9% | +20.3% |
| YTD | +64.3% | -25.4% | +89.7% | +73.7% |
| 1Y | +54.2% | -21.8% | +76.0% | +60.0% |
| 3Y | +51.3% | +7.0% | +44.3% | +36.4% |
| All | +141.2% | -26.5% | +167.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling