+1,295.0%
VSH vs IDXX
+53,734.7%
-52,439.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +4.8% | -5.7% | +10.5% | +6.5% |
| 30D | -0.7% | -11.5% | +10.8% | +2.6% |
| 3M | -43.1% | -9.5% | -33.5% | -41.9% |
| 6M | +91.8% | -16.0% | +107.7% | +99.1% |
| YTD | +131.6% | -25.4% | +157.0% | +148.4% |
| 1Y | +118.1% | -21.8% | +139.9% | +130.0% |
| 3Y | +40.9% | +7.0% | +33.9% | +34.1% |
| 5Y | +75.8% | -26.0% | +101.7% | +81.5% |
| 10Y | +193.8% | +358.9% | -165.1% | +86.6% |
| All | +1,295.0% | +53,734.7% | -52,439.6% | +324.6% |
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