+5.5%
BSX vs PATH
-80.1%
+85.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.3% |
| 7D | +4.6% | -5.6% | +10.2% | +5.0% |
| 30D | +5.8% | -0.7% | +6.5% | +5.8% |
| 3M | -6.5% | -5.9% | -0.6% | -6.5% |
| 6M | -20.3% | +21.6% | -41.8% | -22.0% |
| YTD | -53.2% | -20.6% | -32.6% | -52.9% |
| 1Y | -54.9% | -10.6% | -44.3% | -55.2% |
| 3Y | -15.0% | -24.9% | +9.9% | -17.1% |
| 5Y | +3.4% | -76.8% | +80.3% | +1.5% |
| All | +5.5% | -80.1% | +85.6% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling