-3.3%
IDXX vs FLR
+2.5%
-5.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | +24.1% | +1.4% | +22.7% | +24.0% |
| 30D | +32.5% | -5.9% | +38.5% | +33.0% |
| 3M | +18.8% | -7.6% | +26.4% | +19.0% |
| 6M | +24.0% | -9.3% | +33.3% | +24.5% |
| YTD | +3.3% | +20.1% | -16.9% | -2.0% |
| 1Y | -3.3% | +3.0% | -6.3% | -5.1% |
| All | -3.3% | +2.5% | -5.8% | -5.1% |
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