-50.0%
VTRS vs IDXX
+360.5%
-410.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.2% | -5.7% | +3.5% | -0.7% |
| 30D | +3.3% | -11.5% | +14.9% | +6.6% |
| 3M | +2.0% | -9.5% | +11.5% | +4.4% |
| 6M | +19.9% | -16.0% | +35.9% | +24.9% |
| YTD | +35.7% | -25.4% | +61.1% | +45.4% |
| 1Y | +68.1% | -21.8% | +89.9% | +77.0% |
| 3Y | +87.1% | +7.0% | +80.0% | +76.1% |
| 5Y | +47.6% | -26.0% | +73.6% | +47.3% |
| All | -50.0% | +360.5% | -410.5% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling