-1.4%
BSX vs PATH
-76.8%
+75.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +1.8% | -5.3% | +7.2% | +2.3% |
| 30D | +2.8% | -0.5% | +3.3% | +2.8% |
| 3M | -13.3% | -7.1% | -6.1% | -13.2% |
| 6M | -23.7% | +23.8% | -47.5% | -25.6% |
| YTD | -55.2% | -20.7% | -34.5% | -54.8% |
| 1Y | -56.8% | -8.1% | -48.8% | -57.3% |
| 3Y | -19.0% | -21.8% | +2.8% | -21.6% |
| All | -1.4% | -76.8% | +75.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling