+13.3%
FOXA vs IDXX
-20.8%
+34.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.8% | -5.7% | +6.5% | +1.3% |
| 30D | +5.0% | -11.5% | +16.6% | +6.2% |
| 3M | -3.0% | -9.5% | +6.5% | -2.3% |
| 6M | +14.8% | -16.0% | +30.7% | +16.3% |
| YTD | -8.9% | -25.4% | +16.5% | -7.0% |
| 1Y | +13.3% | -21.8% | +35.1% | +16.1% |
| All | +13.3% | -20.8% | +34.1% | +16.1% |
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