-61.9%
FCEL vs IDXX
+7.6%
-69.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.3% | -5.7% | +12.0% | +7.4% |
| 30D | -26.7% | -11.5% | -15.1% | -24.9% |
| 3M | -10.2% | -9.5% | -0.6% | -9.6% |
| 6M | +123.5% | -16.0% | +139.4% | +129.3% |
| YTD | +117.4% | -25.4% | +142.8% | +134.1% |
| 1Y | +146.0% | -21.8% | +167.7% | +156.5% |
| 3Y | -61.9% | +7.0% | -68.9% | -71.5% |
| All | -61.9% | +7.6% | -69.4% | -71.5% |
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