+338.2%
FIS vs IDXX
+7,092.5%
-6,754.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | -8.9% | -4.3% | -4.6% | -7.5% |
| 30D | -9.9% | -13.7% | +3.7% | -5.2% |
| 3M | 0.0% | -9.1% | +9.0% | +3.2% |
| 6M | -22.9% | -15.4% | -7.5% | -18.5% |
| YTD | -40.9% | -25.1% | -15.7% | -34.9% |
| 1Y | -40.4% | -20.6% | -19.8% | -36.2% |
| 3Y | -25.4% | +8.7% | -34.1% | -31.0% |
| 5Y | -64.8% | -25.7% | -39.1% | -63.9% |
| 10Y | -40.2% | +360.6% | -400.8% | -68.8% |
| All | +338.2% | +7,092.5% | -6,754.3% | +4.3% |
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