+162.8%
FTNT vs IDXX
-26.5%
+189.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | -5.7% | +5.6% | +2.2% |
| 30D | -3.0% | -11.5% | +8.6% | +1.9% |
| 3M | +7.6% | -9.5% | +17.1% | +11.4% |
| 6M | +87.0% | -16.0% | +102.9% | +98.4% |
| YTD | +96.5% | -25.4% | +121.9% | +119.0% |
| 1Y | +92.9% | -21.8% | +114.7% | +108.5% |
| 3Y | +139.8% | +7.0% | +132.8% | +101.8% |
| All | +162.8% | -26.5% | +189.4% | +199.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling