-55.8%
FIG vs IDXX
-16.0%
-39.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -5.0% |
| 7D | -16.3% | -3.5% | -12.8% | -14.5% |
| 30D | -14.3% | -8.4% | -5.9% | -9.7% |
| 3M | +7.2% | -5.2% | +12.4% | +9.9% |
| 6M | -18.6% | -17.5% | -1.2% | -10.3% |
| YTD | -35.5% | -20.9% | -14.6% | -27.5% |
| 1Y | -55.8% | -16.4% | -39.4% | -50.2% |
| All | -55.8% | -16.0% | -39.7% | -50.2% |
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