+112.0%
VSH vs IDXX
-16.0%
+128.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.3% | +4.3% |
| 7D | +4.1% | -3.5% | +7.6% | +4.3% |
| 30D | -4.2% | -8.4% | +4.3% | -3.4% |
| 3M | -50.0% | -5.2% | -44.8% | -49.7% |
| 6M | +80.2% | -17.5% | +97.6% | +88.1% |
| YTD | +121.1% | -20.9% | +142.0% | +133.5% |
| 1Y | +112.0% | -16.4% | +128.4% | +121.4% |
| All | +112.0% | -16.0% | +128.0% | +121.4% |
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