+64.9%
VZ vs IDXX
+360.5%
-295.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +0.9% | -5.7% | +6.7% | +1.5% |
| 30D | +7.7% | -11.5% | +19.3% | +9.0% |
| 3M | +9.7% | -9.5% | +19.2% | +10.6% |
| 6M | +3.1% | -16.0% | +19.0% | +4.6% |
| YTD | +30.5% | -25.4% | +55.9% | +33.8% |
| 1Y | +22.5% | -21.8% | +44.3% | +24.7% |
| 3Y | +82.4% | +7.0% | +75.3% | +76.6% |
| 5Y | +28.0% | -26.0% | +54.0% | +27.6% |
| All | +64.9% | +360.5% | -295.6% | +22.1% |
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