-56.4%
BSX vs PATH
-10.8%
-45.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 3M | -10.7% | -13.8% | +3.0% | -10.6% |
| 6M | -18.4% | +20.3% | -38.7% | -19.5% |
| YTD | -53.8% | -20.8% | -33.0% | -54.1% |
| All | -56.4% | -10.8% | -45.6% | -56.6% |
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 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