+914.4%
FN vs IDXX
+360.5%
+553.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +1.8% | -5.7% | +7.5% | +4.2% |
| 30D | -27.5% | -11.5% | -16.0% | -24.0% |
| 3M | -28.8% | -9.5% | -19.3% | -26.9% |
| 6M | -20.9% | -16.0% | -5.0% | -16.7% |
| YTD | -8.9% | -25.4% | +16.5% | +0.8% |
| 1Y | +14.5% | -21.8% | +36.2% | +23.2% |
| 3Y | +172.6% | +7.0% | +165.6% | +145.8% |
| 5Y | +300.6% | -26.0% | +326.6% | +308.1% |
| All | +914.4% | +360.5% | +553.9% | +322.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling