-55.4%
BSX vs PATH
+39.0%
-94.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.6% | +18.4% | +2.2% |
| 7D | +2.0% | -16.3% | +18.4% | +2.4% |
| 30D | +0.1% | +9.9% | -9.8% | -0.5% |
| 3M | -2.1% | +30.2% | -32.3% | -3.3% |
| 6M | -33.8% | +37.2% | -71.0% | -34.6% |
| YTD | -49.9% | -7.3% | -42.5% | -50.4% |
| 1Y | -55.4% | +40.0% | -95.4% | -56.4% |
| All | -55.4% | +39.0% | -94.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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