+181.9%
FANG vs IDXX
+360.5%
-178.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | -5.7% | +8.6% | +4.0% |
| 30D | +2.6% | -11.5% | +14.2% | +5.0% |
| 3M | +7.6% | -9.5% | +17.1% | +9.2% |
| 6M | +17.3% | -16.0% | +33.3% | +20.4% |
| YTD | +38.7% | -25.4% | +64.1% | +45.6% |
| 1Y | +51.6% | -21.8% | +73.4% | +56.7% |
| 3Y | +50.0% | +7.0% | +42.9% | +39.3% |
| 5Y | +237.6% | -26.0% | +263.5% | +236.6% |
| All | +181.9% | +360.5% | -178.6% | +62.2% |
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 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