-24.8%
IDXX vs FRSH
-72.5%
+47.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.7% | -6.6% | +0.9% | -4.4% |
| 30D | -11.5% | +2.1% | -13.7% | -12.1% |
| 3M | -9.5% | +29.0% | -38.5% | -14.6% |
| 6M | -16.0% | +48.6% | -64.6% | -23.4% |
| YTD | -25.4% | -2.9% | -22.5% | -26.3% |
| 1Y | -21.8% | -7.9% | -13.9% | -22.0% |
| 3Y | +7.0% | -46.5% | +53.6% | +15.5% |
| All | -24.8% | -72.5% | +47.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling