+3,689.8%
FN vs IDXX
+1,619.0%
+2,070.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +2.6% |
| 7D | -1.7% | -3.5% | +1.9% | -0.1% |
| 30D | -22.0% | -8.4% | -13.5% | -19.4% |
| 3M | -43.0% | -5.2% | -37.8% | -42.6% |
| 6M | -27.7% | -17.5% | -10.3% | -23.0% |
| YTD | -10.5% | -20.9% | +10.3% | -3.2% |
| 1Y | +12.5% | -16.4% | +28.9% | +17.8% |
| 3Y | +153.8% | +4.7% | +149.1% | +132.1% |
| 5Y | +288.0% | -22.2% | +310.2% | +289.3% |
| 10Y | +906.4% | +369.3% | +537.2% | +306.5% |
| All | +3,689.8% | +1,619.0% | +2,070.8% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling