+112.8%
FICO vs IDXX
-25.5%
+138.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | -14.1% | -4.3% | -9.8% | -12.8% |
| 30D | -7.5% | -13.7% | +6.2% | -2.1% |
| 3M | -21.3% | -9.1% | -12.2% | -18.3% |
| 6M | -25.2% | -15.4% | -9.8% | -20.3% |
| YTD | -43.2% | -25.1% | -18.0% | -36.6% |
| 1Y | -37.2% | -20.6% | -16.6% | -32.1% |
| 3Y | +6.8% | +8.7% | -2.0% | -5.1% |
| 5Y | +112.8% | -25.7% | +138.5% | +101.8% |
| All | +112.8% | -25.5% | +138.3% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling