+48.8%
CAVA vs IDXX
+7.6%
+41.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -8.0% | -5.7% | -2.3% | -6.0% |
| 30D | -19.6% | -11.5% | -8.0% | -15.8% |
| 3M | -36.7% | -9.5% | -27.1% | -34.6% |
| 6M | -30.6% | -16.0% | -14.6% | -26.5% |
| YTD | -4.8% | -25.4% | +20.6% | +5.7% |
| 1Y | -13.1% | -21.8% | +8.6% | -5.8% |
| 3Y | +48.8% | +7.0% | +41.7% | +29.6% |
| All | +48.8% | +7.6% | +41.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling