+102.0%
FTI vs IDXX
-16.0%
+118.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | +5.3% | -3.5% | +8.8% | +5.2% |
| 30D | +15.3% | -8.4% | +23.8% | +15.1% |
| 3M | +15.8% | -5.2% | +21.0% | +15.8% |
| 6M | +22.6% | -17.5% | +40.0% | +24.2% |
| YTD | +79.5% | -20.9% | +100.4% | +82.3% |
| 1Y | +102.0% | -16.4% | +118.4% | +102.5% |
| All | +102.0% | -16.0% | +118.1% | +102.5% |
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