+52.4%
JNJ vs PAAS
+11.3%
+41.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.4% | -0.5% |
| 7D | +5.5% | +4.2% | +1.3% | +5.5% |
| 30D | +7.4% | -13.8% | +21.2% | +7.2% |
| 3M | +7.8% | -22.7% | +30.5% | +7.5% |
| 6M | +28.2% | -32.1% | +60.3% | +28.2% |
| YTD | +37.9% | -22.3% | +60.1% | +38.8% |
| 1Y | +52.4% | +7.7% | +44.7% | +55.2% |
| All | +52.4% | +11.3% | +41.1% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling