+104.1%
CCEP vs IDXX
-26.5%
+130.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.8% | -5.7% | +2.9% | -1.9% |
| 30D | -4.0% | -11.5% | +7.5% | -2.1% |
| 3M | +5.2% | -9.5% | +14.7% | +6.7% |
| 6M | +2.7% | -16.0% | +18.7% | +5.3% |
| YTD | +14.5% | -25.4% | +39.9% | +19.4% |
| 1Y | +17.2% | -21.8% | +38.9% | +20.7% |
| 3Y | +79.3% | +7.0% | +72.3% | +69.4% |
| All | +104.1% | -26.5% | +130.7% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling