-1.3%
FSLY vs IDXX
+7.6%
-8.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +12.5% | -5.7% | +18.2% | +14.3% |
| 30D | -18.8% | -11.5% | -7.3% | -16.0% |
| 3M | +22.7% | -9.5% | +32.2% | +25.7% |
| 6M | -3.7% | -16.0% | +12.3% | +1.0% |
| YTD | +127.5% | -25.4% | +152.9% | +146.6% |
| 1Y | +193.5% | -21.8% | +215.3% | +210.2% |
| 3Y | -1.3% | +7.0% | -8.4% | -27.4% |
| All | -1.3% | +7.6% | -8.9% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling