+4.8%
BSX vs PATH
-79.7%
+84.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.7% | +2.1% | +1.6% | +3.6% |
| 30D | +3.1% | +1.6% | +1.5% | +2.9% |
| 3M | -14.2% | -20.4% | +6.2% | -13.0% |
| 6M | -16.4% | +40.1% | -56.6% | -19.1% |
| YTD | -53.5% | -19.0% | -34.5% | -53.3% |
| 1Y | -57.8% | -5.8% | -51.9% | -58.2% |
| 3Y | -17.4% | -22.9% | +5.5% | -19.6% |
| 5Y | +5.4% | -75.3% | +80.7% | +3.2% |
| All | +4.8% | -79.7% | +84.5% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling