+84,123.6%
FICO vs IDXX
+55,389.1%
+28,734.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.8% |
| 7D | -15.4% | -4.6% | -10.9% | -14.6% |
| 30D | -10.4% | -11.3% | +0.9% | -7.9% |
| 3M | -22.7% | -7.3% | -15.4% | -21.3% |
| 6M | -36.8% | -14.5% | -22.3% | -34.4% |
| YTD | -44.8% | -23.1% | -21.7% | -41.4% |
| 1Y | -39.3% | -20.3% | -19.0% | -36.3% |
| 3Y | +3.7% | +11.7% | -8.0% | -1.7% |
| 5Y | +101.7% | -24.4% | +126.1% | +106.5% |
| 10Y | +602.8% | +355.5% | +247.2% | +409.2% |
| All | +84,123.6% | +55,389.1% | +28,734.6% | +28,510.0% |
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