-22.9%
PATH vs REGN
+21.2%
-44.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.3% |
| 7D | +2.1% | +5.7% | -3.6% | +1.6% |
| 30D | +1.6% | +22.8% | -21.1% | -0.3% |
| 3M | -20.4% | +18.7% | -39.1% | -21.7% |
| 6M | +40.1% | +33.1% | +7.0% | +36.9% |
| YTD | -19.0% | +24.3% | -43.3% | -20.6% |
| 1Y | -5.8% | +38.2% | -44.0% | -8.6% |
| 3Y | -22.9% | +21.1% | -44.0% | +28.9% |
| All | -22.9% | +21.2% | -44.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling