+588.7%
VLO vs IDXX
-26.5%
+615.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +5.3% | -5.7% | +11.0% | +5.9% |
| 30D | +18.2% | -11.5% | +29.8% | +19.5% |
| 3M | +53.3% | -9.5% | +62.9% | +54.5% |
| 6M | +70.4% | -16.0% | +86.4% | +72.7% |
| YTD | +143.4% | -25.4% | +168.8% | +150.1% |
| 1Y | +153.0% | -21.8% | +174.8% | +157.8% |
| 3Y | +195.0% | +7.0% | +187.9% | +182.8% |
| All | +588.7% | -26.5% | +615.2% | +544.1% |
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