+292.2%
VIAV vs IDXX
+7.6%
+284.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -5.7% | +16.9% | +11.9% |
| 30D | -10.1% | -11.5% | +1.4% | -8.8% |
| 3M | -22.9% | -9.5% | -13.3% | -22.4% |
| 6M | +28.8% | -16.0% | +44.7% | +31.3% |
| YTD | +117.5% | -25.4% | +142.9% | +127.3% |
| 1Y | +216.1% | -21.8% | +237.8% | +225.1% |
| 3Y | +292.2% | +7.0% | +285.2% | +227.3% |
| All | +292.2% | +7.6% | +284.7% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling