+1,311.2%
FERG vs IDXX
+1,777.6%
-466.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -5.7% | +3.2% | -1.5% |
| 30D | -8.9% | -11.5% | +2.7% | -6.9% |
| 3M | -2.0% | -9.5% | +7.5% | -0.3% |
| 6M | -3.2% | -16.0% | +12.8% | -0.3% |
| YTD | +1.5% | -25.4% | +26.9% | +6.6% |
| 1Y | +0.5% | -21.8% | +22.3% | +4.5% |
| 3Y | +50.4% | +7.0% | +43.4% | +46.1% |
| 5Y | +68.7% | -26.0% | +94.6% | +66.0% |
| 10Y | +351.3% | +358.9% | -7.6% | +301.3% |
| All | +1,311.2% | +1,777.6% | -466.4% | +1,146.1% |
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