-81.4%
PATH vs VEEV
+13.8%
-95.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.9% |
| 30D | -4.8% | +3.2% | -8.0% | -7.1% |
| 3M | -17.7% | +30.2% | -47.9% | -33.3% |
| 6M | +18.9% | +83.7% | -64.8% | -26.0% |
| YTD | -21.7% | +36.9% | -58.6% | -38.8% |
| 1Y | -9.6% | +3.3% | -13.0% | -13.3% |
| 3Y | -25.8% | +85.1% | -110.9% | -57.7% |
| 5Y | -77.1% | -2.6% | -74.5% | -79.9% |
| All | -81.4% | +13.8% | -95.2% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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