-78.0%
PATH vs BMY
+24.2%
-102.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.8% | -16.2% |
| 7D | -16.3% | +0.4% | -16.7% | -16.3% |
| 30D | +9.9% | +5.0% | +4.9% | +8.8% |
| 3M | +30.2% | +19.4% | +10.8% | +25.3% |
| 6M | +37.2% | +9.5% | +27.7% | +34.3% |
| YTD | -7.3% | +28.1% | -35.4% | -12.9% |
| 1Y | +40.0% | +50.0% | -10.0% | +26.6% |
| 3Y | -4.4% | +24.1% | -28.5% | -10.8% |
| 5Y | -76.0% | +25.0% | -101.0% | -77.2% |
| All | -78.0% | +24.2% | -102.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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