-15.4%
IDXX vs CPB
-14.0%
-1.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.7% |
| 7D | -4.3% | -5.4% | +1.1% | -3.1% |
| 30D | -13.7% | -7.8% | -5.8% | -12.0% |
| 3M | -9.1% | -6.9% | -2.1% | -8.1% |
| 6M | -15.4% | -12.2% | -3.2% | -14.5% |
| All | -15.4% | -14.0% | -1.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 6mo: compounded portfolio wealth divided by compounded CPB 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…
6mo analysis · Full analysis span regression · 6 months rolling