-99.8%
FCEL vs IDXX
+39,777.5%
-39,877.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.3% | -5.7% | +12.0% | +8.0% |
| 30D | -26.7% | -11.5% | -15.1% | -24.2% |
| 3M | -10.2% | -9.5% | -0.6% | -9.0% |
| 6M | +123.5% | -16.0% | +139.4% | +129.4% |
| YTD | +117.4% | -25.4% | +142.8% | +131.6% |
| 1Y | +146.0% | -21.8% | +167.7% | +155.9% |
| 3Y | -61.9% | +7.0% | -68.9% | -64.5% |
| 5Y | -90.5% | -26.0% | -64.6% | -90.1% |
| 10Y | -99.1% | +358.9% | -458.1% | -99.5% |
| All | -99.8% | +39,777.5% | -39,877.3% | -99.9% |
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 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