+47.3%
IDXX vs FGI
-74.8%
+122.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.1% | +1.1% |
| 7D | +4.2% | -14.4% | +18.6% | +4.2% |
| 30D | +33.1% | -11.8% | +44.9% | +33.2% |
| 3M | +24.2% | -46.2% | +70.5% | +24.7% |
| 6M | +33.2% | +5.2% | +28.0% | +32.2% |
| YTD | +4.1% | +10.5% | -6.4% | +2.5% |
| 1Y | +0.4% | +25.5% | -25.1% | -1.6% |
| 3Y | +62.9% | -16.0% | +78.9% | +58.5% |
| All | +47.3% | -74.8% | +122.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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