-53.1%
FISV vs IDXX
-26.5%
-26.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -2.7% | -5.7% | +3.1% | -1.0% |
| 30D | 0.0% | -11.5% | +11.6% | +3.6% |
| 3M | -2.8% | -9.5% | +6.7% | 0.0% |
| 6M | -11.8% | -16.0% | +4.1% | -7.6% |
| YTD | -23.2% | -25.4% | +2.2% | -17.0% |
| 1Y | -62.0% | -21.8% | -40.2% | -59.6% |
| 3Y | -57.6% | +7.0% | -64.6% | -60.4% |
| All | -53.1% | -26.5% | -26.6% | -55.1% |
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