-10.3%
BSX vs PATH
-3.6%
-6.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.6% | +18.4% | +2.7% |
| 7D | +2.0% | -16.3% | +18.4% | +2.9% |
| 30D | +0.1% | +9.9% | -9.8% | -0.7% |
| 3M | -2.1% | +30.2% | -32.3% | -4.0% |
| 6M | -33.8% | +37.2% | -71.0% | -35.4% |
| YTD | -49.9% | -7.3% | -42.5% | -50.1% |
| 1Y | -55.4% | +40.0% | -95.4% | -57.2% |
| All | -10.3% | -3.6% | -6.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling