-3.7%
FISV vs IDXX
-2.6%
-1.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +4.8% |
| 7D | +29.6% | +24.1% | +5.6% | +19.3% |
| 30D | +34.5% | +32.5% | +1.9% | +19.9% |
| 3M | +11.2% | +18.8% | -7.5% | +4.5% |
| 6M | -1.2% | +24.0% | -25.3% | -9.4% |
| YTD | -7.6% | +3.3% | -10.9% | -9.2% |
| 1Y | -3.7% | -3.3% | -0.5% | -4.6% |
| All | -3.7% | -2.6% | -1.1% | -4.6% |
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