+648.3%
FICO vs IDXX
+360.5%
+287.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | +5.7% | -5.7% | +11.4% | +8.7% |
| 30D | -5.6% | -11.5% | +5.9% | 0.0% |
| 3M | -16.9% | -9.5% | -7.3% | -12.9% |
| 6M | -15.4% | -16.0% | +0.5% | -8.2% |
| YTD | -41.7% | -25.4% | -16.3% | -33.2% |
| 1Y | -38.3% | -21.8% | -16.5% | -31.6% |
| 3Y | +8.9% | +7.0% | +1.9% | -4.8% |
| 5Y | +118.3% | -26.0% | +144.3% | +127.2% |
| All | +648.3% | +360.5% | +287.8% | +208.4% |
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