+12.5%
FN vs IDXX
-16.0%
+28.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.2% |
| 7D | -1.7% | -3.5% | +1.9% | -1.8% |
| 30D | -22.0% | -8.4% | -13.5% | -21.9% |
| 3M | -43.0% | -5.2% | -37.8% | -42.9% |
| 6M | -27.7% | -17.5% | -10.3% | -25.1% |
| YTD | -10.5% | -20.9% | +10.3% | -6.5% |
| 1Y | +12.5% | -16.4% | +28.9% | +16.6% |
| All | +12.5% | -16.0% | +28.5% | +16.6% |
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