+92.9%
FAST vs IDXX
+7.9%
+85.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | -0.4% | -4.3% | +3.9% | +0.3% |
| 30D | -6.4% | -13.7% | +7.2% | -4.1% |
| 3M | +7.1% | -9.1% | +16.1% | +8.7% |
| 6M | +7.0% | -15.4% | +22.4% | +9.7% |
| YTD | +24.1% | -25.1% | +49.3% | +29.4% |
| 1Y | +4.4% | -20.6% | +25.0% | +7.7% |
| All | +92.9% | +7.9% | +85.0% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling