+8.8%
IDXX vs FGI
-69.8%
+78.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.8% |
| 7D | -4.6% | +5.2% | -9.7% | -4.6% |
| 30D | -11.3% | +65.2% | -76.5% | -12.2% |
| 3M | -7.3% | +30.2% | -37.5% | -8.0% |
| 6M | -14.5% | +87.8% | -102.3% | -16.3% |
| YTD | -23.1% | +32.5% | -55.6% | -24.3% |
| 1Y | -20.3% | +93.6% | -113.9% | -23.0% |
| 3Y | +11.7% | -2.6% | +14.3% | +8.8% |
| All | +8.8% | -69.8% | +78.6% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling