-23.0%
IDXX vs CP
+34.9%
-57.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -5.7% | -2.6% | -3.1% | -4.6% |
| 30D | -11.5% | -3.7% | -7.8% | -10.1% |
| 3M | -9.5% | +0.1% | -9.7% | -9.7% |
| 6M | -16.0% | +7.8% | -23.8% | -19.0% |
| YTD | -25.4% | +21.7% | -47.1% | -32.1% |
| 1Y | -21.8% | +18.6% | -40.4% | -28.1% |
| 3Y | +7.0% | +17.5% | -10.5% | -4.0% |
| All | -23.0% | +34.9% | -57.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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