+43,616.4%
FAST vs IDXX
+55,389.1%
-11,772.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.2% |
| 7D | +1.3% | -4.6% | +5.9% | +2.3% |
| 30D | -4.7% | -11.3% | +6.6% | -2.2% |
| 3M | +7.9% | -7.3% | +15.2% | +9.6% |
| 6M | +7.4% | -14.5% | +21.9% | +10.9% |
| YTD | +25.1% | -23.1% | +48.2% | +32.0% |
| 1Y | +4.7% | -20.3% | +25.0% | +9.1% |
| 3Y | +94.7% | +11.7% | +83.0% | +83.2% |
| 5Y | +106.8% | -24.4% | +131.1% | +108.7% |
| 10Y | +507.7% | +355.5% | +152.1% | +310.1% |
| All | +43,616.4% | +55,389.1% | -11,772.6% | +11,324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling