+9,290.5%
FTNT vs IDXX
+1,798.8%
+7,491.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | -5.7% | +5.6% | +2.5% |
| 30D | -3.0% | -11.5% | +8.6% | +2.4% |
| 3M | +7.6% | -9.5% | +17.1% | +11.8% |
| 6M | +87.0% | -16.0% | +102.9% | +99.5% |
| YTD | +96.5% | -25.4% | +121.9% | +120.9% |
| 1Y | +92.9% | -21.8% | +114.7% | +109.9% |
| 3Y | +139.8% | +7.0% | +132.8% | +107.1% |
| 5Y | +151.3% | -26.0% | +177.3% | +159.0% |
| 10Y | +2,082.2% | +358.9% | +1,723.2% | +860.8% |
| All | +9,290.5% | +1,798.8% | +7,491.7% | +1,975.2% |
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