-75.2%
PATH vs IDXX
-23.7%
-51.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -4.9% | -6.0% |
| 7D | -22.8% | -4.6% | -18.2% | -20.5% |
| 30D | -6.9% | -11.3% | +4.4% | +0.3% |
| 3M | +25.4% | -7.3% | +32.7% | +30.9% |
| 6M | +18.1% | -14.5% | +32.6% | +29.7% |
| YTD | -14.5% | -23.1% | +8.6% | +0.2% |
| 1Y | +18.7% | -20.3% | +39.0% | +33.9% |
| 3Y | -24.2% | +11.7% | -35.9% | -39.7% |
| 5Y | -75.2% | -24.4% | -50.8% | -78.1% |
| All | -75.2% | -23.7% | -51.5% | -78.1% |
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