-25.7%
FN vs IDXX
-2.6%
-23.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -5.3% |
| 7D | -7.0% | +24.1% | -31.1% | -3.0% |
| 30D | -24.7% | +32.5% | -57.3% | -20.5% |
| 3M | -35.7% | +18.8% | -54.4% | -32.4% |
| 6M | -52.4% | +24.0% | -76.5% | -49.7% |
| YTD | -25.0% | +3.3% | -28.2% | -15.4% |
| 1Y | -25.7% | -3.3% | -22.4% | -13.1% |
| All | -25.7% | -2.6% | -23.0% | -13.1% |
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 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