+46.4%
VTRS vs IDXX
-26.5%
+72.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | +2.0% | -9.5% | +11.5% | +4.3% |
| 6M | +19.9% | -16.0% | +35.9% | +24.8% |
| YTD | +35.7% | -25.4% | +61.1% | +45.1% |
| 1Y | +68.1% | -21.8% | +89.9% | +76.7% |
| 3Y | +87.1% | +7.0% | +80.0% | +75.3% |
| All | +46.4% | -26.5% | +72.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling