-3.5%
FSLY vs IDXX
+102.0%
-105.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.2% |
| 7D | +12.5% | -5.7% | +18.2% | +16.8% |
| 30D | -18.8% | -11.5% | -7.3% | -12.3% |
| 3M | +22.7% | -9.5% | +32.2% | +29.1% |
| 6M | -3.7% | -16.0% | +12.3% | +6.1% |
| YTD | +127.5% | -25.4% | +152.9% | +167.2% |
| 1Y | +193.5% | -21.8% | +215.3% | +228.0% |
| 3Y | -1.3% | +7.0% | -8.4% | -23.5% |
| 5Y | -47.3% | -26.0% | -21.4% | -45.7% |
| All | -3.5% | +102.0% | -105.5% | -49.2% |
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