-38.6%
FICO vs IDXX
-16.0%
-22.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.8% | -17.2% |
| 7D | -19.2% | -3.5% | -15.7% | -18.0% |
| 30D | -14.6% | -8.4% | -6.1% | -11.4% |
| 3M | -20.1% | -5.2% | -14.9% | -18.4% |
| 6M | -36.3% | -17.5% | -18.9% | -32.6% |
| YTD | -44.9% | -20.9% | -24.0% | -41.1% |
| 1Y | -38.6% | -16.4% | -22.2% | -33.9% |
| All | -38.6% | -16.0% | -22.6% | -33.9% |
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