-79.9%
PATH vs SYK
+9.8%
-89.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.5% |
| 7D | -23.9% | -12.3% | -11.5% | -17.0% |
| 30D | -11.8% | -22.4% | +10.7% | +3.6% |
| 3M | +29.0% | -12.3% | +41.4% | +37.9% |
| 6M | +19.7% | -24.3% | +44.0% | +40.5% |
| YTD | -15.4% | -22.8% | +7.4% | -3.3% |
| 1Y | +19.5% | -28.8% | +48.2% | +44.7% |
| 3Y | -24.9% | -4.0% | -21.0% | -32.1% |
| 5Y | -74.9% | +3.8% | -78.8% | -80.7% |
| All | -79.9% | +9.8% | -89.7% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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