+4.0%
BSX vs PATH
-80.2%
+84.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | +3.0% | -3.7% | +6.7% | +3.3% |
| 3M | -10.7% | -13.8% | +3.0% | -10.1% |
| 6M | -18.4% | +20.3% | -38.7% | -20.1% |
| YTD | -53.8% | -20.8% | -33.0% | -53.5% |
| 1Y | -56.0% | -9.2% | -46.8% | -56.3% |
| 3Y | -14.4% | -21.8% | +7.4% | -16.8% |
| 5Y | +2.9% | -77.4% | +80.3% | +1.0% |
| All | +4.0% | -80.2% | +84.2% | +2.1% |
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