-12.2%
VEEV vs IDXX
-26.5%
+14.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.6% | -5.7% | +1.1% | -2.2% |
| 30D | +8.6% | -11.5% | +20.2% | +14.3% |
| 3M | +62.4% | -9.5% | +72.0% | +69.1% |
| 6M | +40.3% | -16.0% | +56.2% | +50.4% |
| YTD | +17.5% | -25.4% | +42.9% | +32.3% |
| 1Y | -6.1% | -21.8% | +15.7% | +2.3% |
| 3Y | +16.7% | +7.0% | +9.6% | +2.6% |
| All | -12.2% | -26.5% | +14.3% | -11.6% |
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