-5.8%
PATH vs IDXX
-0.8%
-5.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +2.1% | +4.2% | -2.1% | +1.1% |
| 30D | +1.6% | +33.1% | -31.5% | -6.7% |
| 3M | -20.4% | +24.2% | -44.7% | -24.5% |
| 6M | +40.1% | +33.2% | +6.9% | +28.3% |
| YTD | -19.0% | +4.1% | -23.1% | -16.5% |
| 1Y | -5.8% | +0.4% | -6.2% | -2.3% |
| All | -5.8% | -0.8% | -5.0% | -2.3% |
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