-77.1%
PATH vs BDX
+24.3%
-101.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | -2.3% | +7.3% | -9.6% | -4.9% |
| 30D | -4.8% | +15.7% | -20.5% | -10.0% |
| 3M | -17.7% | +19.1% | -36.8% | -23.0% |
| 6M | +18.9% | +44.1% | -25.2% | +3.6% |
| YTD | -21.7% | +42.1% | -63.8% | -32.3% |
| 1Y | -9.6% | +52.6% | -62.3% | -24.3% |
| 3Y | -25.8% | +22.6% | -48.4% | -32.6% |
| 5Y | -77.1% | +23.3% | -100.4% | -78.9% |
| All | -77.1% | +24.3% | -101.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling