+120.6%
VLO vs IDXX
-2.6%
+123.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -4.8% |
| 7D | -6.0% | +24.1% | -30.1% | -0.8% |
| 30D | -12.9% | +32.5% | -45.4% | -6.8% |
| 3M | +18.3% | +18.8% | -0.4% | +24.0% |
| 6M | +46.4% | +24.0% | +22.4% | +55.2% |
| YTD | +127.7% | +3.3% | +124.5% | +142.1% |
| 1Y | +120.6% | -3.3% | +123.9% | +134.3% |
| All | +120.6% | -2.6% | +123.3% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling