+60.8%
FDX vs IDXX
+7.6%
+53.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -3.3% | -5.7% | +2.5% | -2.3% |
| 30D | -4.5% | -11.5% | +7.0% | -2.5% |
| 3M | -7.3% | -9.5% | +2.2% | -5.9% |
| 6M | +7.5% | -16.0% | +23.5% | +10.5% |
| YTD | +35.1% | -25.4% | +60.5% | +41.4% |
| 1Y | +71.4% | -21.8% | +93.2% | +77.5% |
| 3Y | +60.8% | +7.0% | +53.8% | +42.6% |
| All | +60.8% | +7.6% | +53.3% | +42.6% |
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 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