-100.0%
VIVK vs IDXX
+1,942.5%
-2,042.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.4% |
| 7D | -4.4% | -5.7% | +1.4% | -4.6% |
| 30D | -40.8% | -11.5% | -29.3% | -41.0% |
| 3M | -94.1% | -9.5% | -84.6% | -94.2% |
| 6M | -98.2% | -16.0% | -82.2% | -98.2% |
| YTD | -98.0% | -25.4% | -72.6% | -98.0% |
| 1Y | -100.0% | -21.8% | -78.2% | -100.0% |
| 3Y | -100.0% | +7.0% | -107.0% | -100.0% |
| 5Y | -100.0% | -26.0% | -74.0% | -100.0% |
| 10Y | -100.0% | +358.9% | -458.9% | -100.0% |
| All | -100.0% | +1,942.5% | -2,042.5% | -100.0% |
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