+7.0%
IDXX vs FHN
+129.5%
-122.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -5.7% | -1.2% | -4.5% | -5.4% |
| 30D | -11.5% | -4.8% | -6.8% | -10.4% |
| 3M | -9.5% | -0.7% | -8.8% | -9.5% |
| 6M | -16.0% | +10.6% | -26.6% | -18.4% |
| YTD | -25.4% | +4.6% | -30.0% | -26.6% |
| 1Y | -21.8% | +11.4% | -33.1% | -24.6% |
| 3Y | +7.0% | +132.3% | -125.2% | -21.0% |
| All | +7.0% | +129.5% | -122.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling