-16.4%
IDXX vs FND
-36.4%
+19.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.8% |
| 7D | -3.5% | -5.2% | +1.7% | -2.4% |
| 30D | -8.4% | -19.9% | +11.4% | -3.9% |
| 3M | -5.2% | +2.7% | -7.9% | -6.6% |
| 6M | -17.5% | -21.7% | +4.2% | -14.8% |
| YTD | -20.9% | -17.5% | -3.4% | -18.8% |
| 1Y | -16.4% | -39.3% | +22.9% | -8.2% |
| All | -16.4% | -36.4% | +19.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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