+62.8%
FDX vs IDXX
-26.5%
+89.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -3.3% | -5.7% | +2.5% | -1.9% |
| 30D | -4.5% | -11.5% | +7.0% | -1.7% |
| 3M | -7.3% | -9.5% | +2.2% | -5.3% |
| 6M | +7.5% | -16.0% | +23.5% | +11.7% |
| YTD | +35.1% | -25.4% | +60.5% | +44.0% |
| 1Y | +71.4% | -21.8% | +93.2% | +79.8% |
| 3Y | +60.8% | +7.0% | +53.8% | +49.1% |
| All | +62.8% | -26.5% | +89.3% | +52.5% |
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 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