-81.4%
PATH vs ABBV
+227.2%
-308.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | +2.8% | -5.0% | -2.4% |
| 30D | -4.8% | +7.0% | -11.8% | -5.0% |
| 3M | -17.7% | +19.2% | -36.9% | -18.1% |
| 6M | +18.9% | +47.8% | -28.8% | +17.9% |
| YTD | -21.7% | +32.5% | -54.2% | -22.1% |
| 1Y | -9.6% | +38.4% | -48.0% | -10.3% |
| 3Y | -25.8% | +134.3% | -160.1% | -30.1% |
| 5Y | -77.1% | +200.6% | -277.7% | -76.4% |
| All | -81.4% | +227.2% | -308.6% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling