-80.8%
PATH vs REGN
+90.1%
-170.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +2.1% | +5.7% | -3.6% | +1.1% |
| 30D | +1.6% | +22.8% | -21.1% | -2.2% |
| 3M | -20.4% | +18.7% | -39.1% | -22.9% |
| 6M | +40.1% | +33.1% | +7.0% | +33.0% |
| YTD | -19.0% | +24.3% | -43.3% | -22.5% |
| 1Y | -5.8% | +38.2% | -44.0% | -11.9% |
| 3Y | -22.9% | +21.1% | -44.0% | -25.8% |
| 5Y | -75.3% | +52.8% | -128.1% | -78.5% |
| All | -80.8% | +90.1% | -170.8% | -79.6% |
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