+79.3%
CCEP vs IDXX
+7.6%
+71.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.8% | -5.7% | +2.9% | -2.3% |
| 30D | -4.0% | -11.5% | +7.5% | -2.9% |
| 3M | +5.2% | -9.5% | +14.7% | +6.1% |
| 6M | +2.7% | -16.0% | +18.7% | +4.1% |
| YTD | +14.5% | -25.4% | +39.9% | +17.0% |
| 1Y | +17.2% | -21.8% | +38.9% | +19.0% |
| 3Y | +79.3% | +7.0% | +72.3% | +73.1% |
| All | +79.3% | +7.6% | +71.8% | +73.1% |
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