+54.6%
FTI vs IDXX
-2.6%
+57.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -2.8% |
| 7D | -9.7% | +24.1% | -33.8% | -6.8% |
| 30D | -8.2% | +32.5% | -40.7% | -4.9% |
| 3M | -7.8% | +18.8% | -26.6% | -5.1% |
| 6M | -13.4% | +24.0% | -37.5% | -10.5% |
| YTD | +45.1% | +3.3% | +41.8% | +53.1% |
| 1Y | +54.6% | -3.3% | +57.9% | +65.0% |
| All | +54.6% | -2.6% | +57.2% | +65.0% |
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