-77.4%
PATH vs IDXX
+12.0%
-89.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -2.8% |
| 7D | -2.7% | +5.2% | -7.9% | -5.6% |
| 30D | -3.7% | +36.4% | -40.1% | -22.2% |
| 3M | -13.8% | +20.5% | -34.2% | -24.9% |
| 6M | +20.3% | +26.2% | -5.9% | +1.3% |
| YTD | -20.8% | +4.5% | -25.3% | -24.9% |
| 1Y | -9.2% | -0.3% | -9.0% | -11.6% |
| 3Y | -21.8% | +68.8% | -90.5% | -54.8% |
| 5Y | -77.4% | +12.3% | -89.7% | -84.0% |
| All | -77.4% | +12.0% | -89.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling