+13.0%
BSX vs PATH
-76.8%
+89.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.6% | +18.4% | +3.0% |
| 7D | +2.0% | -16.3% | +18.4% | +3.2% |
| 30D | +0.1% | +9.9% | -9.8% | -0.9% |
| 3M | -2.1% | +30.2% | -32.3% | -4.5% |
| 6M | -33.8% | +37.2% | -71.0% | -35.9% |
| YTD | -49.9% | -7.3% | -42.5% | -50.1% |
| 1Y | -55.4% | +40.0% | -95.4% | -57.6% |
| 3Y | -10.9% | -4.4% | -6.4% | -14.8% |
| 5Y | +6.4% | -76.0% | +82.4% | +3.0% |
| All | +13.0% | -76.8% | +89.8% | +9.6% |
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 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