-79.7%
PATH vs REGN
+61.2%
-140.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -7.4% |
| 7D | -22.8% | -1.6% | -21.1% | -22.5% |
| 30D | -6.9% | +3.4% | -10.3% | -7.4% |
| 3M | +25.4% | +32.7% | -7.3% | +20.0% |
| 6M | +18.1% | +6.9% | +11.2% | +16.7% |
| YTD | -14.5% | +5.4% | -19.9% | -15.5% |
| 1Y | +18.7% | +45.8% | -27.1% | +8.9% |
| 3Y | -24.2% | -1.5% | -22.7% | -23.7% |
| 5Y | -75.2% | +22.2% | -97.4% | -78.5% |
| All | -79.7% | +61.2% | -140.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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