-16.4%
IDXX vs FLR
+31.2%
-47.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | -3.5% | +5.4% | -9.0% | -3.9% |
| 30D | -8.4% | +11.4% | -19.8% | -9.4% |
| 3M | -5.2% | +11.4% | -16.6% | -6.4% |
| 6M | -17.5% | +16.6% | -34.1% | -19.5% |
| YTD | -20.9% | +41.7% | -62.6% | -24.2% |
| 1Y | -16.4% | +35.4% | -51.8% | -20.9% |
| All | -16.4% | +31.2% | -47.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling