+196.5%
JNJ vs PAAS
+218.1%
-21.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -3.0% | +2.6% | -5.6% | -3.0% |
| 30D | +2.5% | +2.5% | 0.0% | +2.4% |
| 3M | +13.2% | +15.1% | -1.8% | +12.7% |
| 6M | +11.3% | -12.1% | +23.3% | +11.5% |
| YTD | +31.1% | +3.1% | +28.1% | +30.5% |
| 1Y | +54.3% | +50.8% | +3.5% | +51.4% |
| 3Y | +81.1% | +259.5% | -178.3% | +70.7% |
| 5Y | +82.7% | +126.3% | -43.6% | +74.1% |
| 10Y | +196.5% | +239.7% | -43.3% | +177.9% |
| All | +196.5% | +218.1% | -21.7% | +177.9% |
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