+19.5%
PATH vs IDXX
-22.4%
+41.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.9% |
| 7D | -23.9% | -4.3% | -19.6% | -22.5% |
| 30D | -11.8% | -13.7% | +1.9% | -6.2% |
| 3M | +29.0% | -9.1% | +38.1% | +34.0% |
| 6M | +19.7% | -15.4% | +35.1% | +27.4% |
| YTD | -15.4% | -25.1% | +9.8% | -6.5% |
| 1Y | +19.5% | -20.6% | +40.1% | +32.4% |
| All | +19.5% | -22.4% | +41.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling