-23.0%
IDXX vs FLR
+238.1%
-261.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -5.7% | -3.5% | -2.2% | -5.3% |
| 30D | -11.5% | +4.2% | -15.7% | -12.1% |
| 3M | -9.5% | +8.1% | -17.6% | -11.2% |
| 6M | -16.0% | +21.5% | -37.5% | -19.5% |
| YTD | -25.4% | +36.8% | -62.2% | -29.9% |
| 1Y | -21.8% | +31.2% | -53.0% | -26.4% |
| 3Y | +7.0% | +53.9% | -46.9% | -7.6% |
| All | -23.0% | +238.1% | -261.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling