+5.6%
FERG vs IDXX
-20.6%
+26.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.7% | -4.8% | +2.2% | -1.2% |
| 30D | -8.9% | -7.5% | -1.4% | -6.7% |
| 3M | -3.0% | -9.1% | +6.1% | -0.1% |
| 6M | +0.9% | -11.2% | +12.1% | +4.5% |
| YTD | +1.4% | -24.7% | +26.1% | +9.5% |
| All | +5.6% | -20.6% | +26.2% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling