-80.3%
PATH vs IDXX
-3.1%
-77.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.5% |
| 7D | -24.6% | -4.4% | -20.1% | -22.4% |
| 30D | -13.0% | -13.5% | +0.6% | -4.8% |
| 3M | +26.2% | -11.0% | +37.2% | +35.3% |
| 6M | +13.4% | -15.6% | +29.0% | +25.5% |
| YTD | -17.2% | -23.9% | +6.6% | -2.4% |
| 1Y | +14.0% | -21.4% | +35.5% | +29.7% |
| 3Y | -26.6% | +10.6% | -37.2% | -40.8% |
| 5Y | -75.1% | -23.9% | -51.2% | -77.2% |
| All | -80.3% | -3.1% | -77.3% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling