-93.2%
FRMI vs IDXX
-2.6%
-90.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.9% | -14.5% | -9.2% |
| 7D | -39.7% | +24.1% | -63.8% | -33.8% |
| 30D | -55.2% | +32.5% | -87.7% | -50.2% |
| 3M | -71.2% | +18.8% | -89.9% | -68.0% |
| 6M | -64.1% | +24.0% | -88.2% | -60.9% |
| YTD | -77.2% | +3.3% | -80.5% | -72.7% |
| 1Y | -93.2% | -3.3% | -89.9% | -92.1% |
| All | -93.2% | -2.6% | -90.5% | -92.1% |
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