+24,706.8%
VLO vs IDXX
+53,929.9%
-29,223.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +4.0% | -4.3% | +8.3% | +4.7% |
| 30D | +19.0% | -13.7% | +32.6% | +21.9% |
| 3M | +50.0% | -9.1% | +59.0% | +52.0% |
| 6M | +79.1% | -15.4% | +94.6% | +83.0% |
| YTD | +140.3% | -25.1% | +165.4% | +150.4% |
| 1Y | +148.3% | -20.6% | +168.9% | +155.3% |
| 3Y | +194.6% | +8.7% | +185.9% | +181.5% |
| 5Y | +609.6% | -25.7% | +635.3% | +608.0% |
| 10Y | +929.5% | +360.6% | +568.9% | +624.0% |
| All | +24,706.8% | +53,929.9% | -29,223.0% | +10,328.1% |
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 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