-23.7%
PATH vs BDX
+23.0%
-46.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -2.7% | +2.5% | -5.3% | -3.5% |
| 30D | -1.4% | +13.6% | -14.9% | -5.0% |
| 3M | -16.4% | +18.9% | -35.4% | -20.5% |
| 6M | +23.3% | +51.8% | -28.5% | +9.9% |
| YTD | -19.8% | +43.3% | -63.2% | -28.4% |
| 1Y | -8.6% | +48.0% | -56.5% | -19.3% |
| All | -23.7% | +23.0% | -46.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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