+208.3%
JNJ vs PAAS
+168.2%
+40.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.4% | -0.3% |
| 7D | +5.5% | +4.2% | +1.3% | +5.4% |
| 30D | +7.4% | -13.8% | +21.2% | +7.8% |
| 3M | +7.8% | -22.7% | +30.5% | +8.4% |
| 6M | +28.2% | -32.1% | +60.3% | +29.4% |
| YTD | +37.9% | -22.3% | +60.1% | +38.2% |
| 1Y | +52.4% | +7.7% | +44.7% | +51.0% |
| 3Y | +107.7% | +214.0% | -106.4% | +96.2% |
| 5Y | +96.5% | +63.2% | +33.3% | +89.2% |
| 10Y | +208.3% | +185.5% | +22.8% | +190.8% |
| All | +208.3% | +168.2% | +40.0% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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