+63.4%
VSH vs IDXX
-2.6%
+66.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.9% | -9.0% | -4.6% |
| 7D | -13.6% | +24.1% | -37.7% | -11.1% |
| 30D | -30.4% | +32.5% | -62.9% | -28.1% |
| 3M | -33.3% | +18.8% | -52.1% | -30.6% |
| 6M | -15.1% | +24.0% | -39.1% | -11.8% |
| YTD | +80.2% | +3.3% | +77.0% | +101.2% |
| 1Y | +63.4% | -3.3% | +66.6% | +90.3% |
| All | +63.4% | -2.6% | +66.0% | +90.3% |
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