-77.0%
PATH vs BDX
+24.6%
-101.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -5.3% | +7.1% | -12.4% | -7.8% |
| 30D | -0.5% | +17.6% | -18.1% | -6.5% |
| 3M | -7.1% | +20.4% | -27.5% | -13.4% |
| 6M | +23.8% | +48.3% | -24.5% | +6.8% |
| YTD | -20.7% | +41.6% | -62.3% | -31.3% |
| 1Y | -8.1% | +55.7% | -63.8% | -23.5% |
| 3Y | -21.8% | +10.6% | -32.5% | -25.1% |
| All | -77.0% | +24.6% | -101.6% | -78.7% |
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