+281.4%
FCEL vs IDXX
-16.0%
+297.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +2.4% |
| 7D | -15.8% | -3.5% | -12.3% | -17.3% |
| 30D | -29.3% | -8.4% | -20.8% | -31.9% |
| 3M | -30.1% | -5.2% | -24.9% | -30.3% |
| 6M | +74.4% | -17.5% | +91.9% | +78.9% |
| YTD | +104.5% | -20.9% | +125.4% | +107.4% |
| 1Y | +281.4% | -16.4% | +297.8% | +301.6% |
| All | +281.4% | -16.0% | +297.4% | +301.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling