+3,438.4%
JNJ vs PAAS
+1,235.6%
+2,202.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.1% |
| 7D | +2.7% | -2.9% | +5.6% | +2.7% |
| 30D | +7.4% | +6.8% | +0.6% | +7.2% |
| 3M | +21.2% | -2.9% | +24.1% | +21.2% |
| 6M | +13.4% | -16.4% | +29.8% | +13.6% |
| YTD | +35.1% | 0.0% | +35.1% | +34.9% |
| 1Y | +57.4% | +54.3% | +3.1% | +55.9% |
| 3Y | +86.8% | +230.7% | -143.9% | +81.8% |
| 5Y | +80.8% | +111.6% | -30.8% | +76.7% |
| 10Y | +202.7% | +211.7% | -9.0% | +192.3% |
| All | +3,438.4% | +1,235.6% | +2,202.8% | +3,477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling