+42.5%
FTNT vs IDXX
-7.4%
+49.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -5.7% |
| 7D | -11.9% | +16.4% | -28.4% | -9.5% |
| 30D | -35.9% | +30.1% | -66.1% | -34.8% |
| 3M | -25.4% | +14.7% | -40.1% | -22.9% |
| 6M | +36.2% | +19.1% | +17.1% | +39.5% |
| YTD | +54.3% | -0.9% | +55.1% | +63.9% |
| 1Y | +42.5% | -6.9% | +49.3% | +53.0% |
| All | +42.5% | -7.4% | +49.9% | +53.0% |
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