+351.3%
FERG vs IDXX
+360.5%
-9.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -5.7% | +3.2% | -1.2% |
| 30D | -8.9% | -11.5% | +2.7% | -6.2% |
| 3M | -2.0% | -9.5% | +7.5% | +0.2% |
| 6M | -3.2% | -16.0% | +12.8% | +0.6% |
| YTD | +1.5% | -25.4% | +26.9% | +8.4% |
| 1Y | +0.5% | -21.8% | +22.3% | +5.8% |
| 3Y | +50.4% | +7.0% | +43.4% | +43.9% |
| 5Y | +68.7% | -26.0% | +94.6% | +64.4% |
| All | +351.3% | +360.5% | -9.2% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling