-90.6%
FCEL vs IDXX
-26.5%
-64.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.3% | -5.7% | +12.0% | +9.5% |
| 30D | -26.7% | -11.5% | -15.1% | -21.9% |
| 3M | -10.2% | -9.5% | -0.6% | -8.2% |
| 6M | +123.5% | -16.0% | +139.4% | +134.7% |
| YTD | +117.4% | -25.4% | +142.8% | +147.6% |
| 1Y | +146.0% | -21.8% | +167.7% | +163.7% |
| 3Y | -61.9% | +7.0% | -68.9% | -71.4% |
| All | -90.6% | -26.5% | -64.0% | -91.9% |
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