+606.1%
VEEV vs IDXX
+856.3%
-250.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.6% | -5.7% | +1.1% | -1.8% |
| 30D | +8.6% | -11.5% | +20.2% | +15.2% |
| 3M | +62.4% | -9.5% | +72.0% | +70.0% |
| 6M | +40.3% | -16.0% | +56.2% | +51.9% |
| YTD | +17.5% | -25.4% | +42.9% | +34.7% |
| 1Y | -6.1% | -21.8% | +15.7% | +3.6% |
| 3Y | +16.7% | +7.0% | +9.6% | +2.2% |
| 5Y | -13.3% | -26.0% | +12.6% | -9.7% |
| 10Y | +550.5% | +358.9% | +191.5% | +209.6% |
| All | +606.1% | +856.3% | -250.2% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling