+106.4%
FAST vs IDXX
-25.5%
+131.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | -0.4% | -4.3% | +3.9% | +0.7% |
| 30D | -6.4% | -13.7% | +7.2% | -2.9% |
| 3M | +7.1% | -9.1% | +16.1% | +9.5% |
| 6M | +7.0% | -15.4% | +22.4% | +11.3% |
| YTD | +24.1% | -25.1% | +49.3% | +32.9% |
| 1Y | +4.4% | -20.6% | +25.0% | +9.5% |
| 3Y | +93.2% | +8.7% | +84.5% | +76.9% |
| 5Y | +106.4% | -25.7% | +132.0% | +100.8% |
| All | +106.4% | -25.5% | +131.9% | +100.8% |
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