+7.0%
IDXX vs FLNC
-62.9%
+69.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.5% |
| 7D | -5.7% | -4.1% | -1.7% | -5.6% |
| 30D | -11.5% | -24.8% | +13.2% | -10.4% |
| 3M | -9.5% | -59.1% | +49.6% | -5.8% |
| 6M | -16.0% | -42.0% | +26.0% | -15.7% |
| YTD | -25.4% | -49.8% | +24.4% | -25.4% |
| 1Y | -21.8% | +43.1% | -64.9% | -30.9% |
| 3Y | +7.0% | -61.0% | +68.0% | +1.0% |
| All | +7.0% | -62.9% | +69.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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