-23.0%
IDXX vs FIVN
-82.2%
+59.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -5.7% | -7.8% | +2.1% | -4.0% |
| 30D | -11.5% | -1.7% | -9.8% | -11.4% |
| 3M | -9.5% | +47.2% | -56.7% | -18.3% |
| 6M | -16.0% | +82.7% | -98.7% | -29.6% |
| YTD | -25.4% | +52.9% | -78.3% | -35.3% |
| 1Y | -21.8% | +17.5% | -39.2% | -27.7% |
| 3Y | +7.0% | -55.8% | +62.9% | +22.1% |
| All | -23.0% | -82.2% | +59.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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