-78.0%
PATH vs REGN
+64.6%
-142.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.8% | -16.3% |
| 7D | -16.3% | +4.2% | -20.5% | -16.9% |
| 30D | +9.9% | +7.8% | +2.1% | +8.6% |
| 3M | +30.2% | +31.8% | -1.6% | +24.5% |
| 6M | +37.2% | +5.4% | +31.8% | +35.8% |
| YTD | -7.3% | +7.7% | -15.0% | -8.8% |
| 1Y | +40.0% | +46.7% | -6.7% | +28.4% |
| 3Y | -4.4% | +0.5% | -4.9% | -4.2% |
| 5Y | -76.0% | +22.9% | -99.0% | -79.4% |
| All | -78.0% | +64.6% | -142.6% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling