+3,526.8%
JNJ vs PAAS
+1,002.0%
+2,524.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.1% |
| 7D | +4.3% | +8.8% | -4.6% | +4.1% |
| 30D | +7.9% | -8.5% | +16.4% | +8.0% |
| 3M | +9.4% | -17.0% | +26.4% | +9.6% |
| 6M | +28.8% | -27.9% | +56.7% | +29.4% |
| YTD | +38.5% | -17.5% | +56.0% | +38.6% |
| 1Y | +54.6% | +22.8% | +31.8% | +53.6% |
| 3Y | +108.4% | +224.2% | -115.8% | +102.9% |
| 5Y | +99.6% | +73.6% | +26.0% | +95.7% |
| 10Y | +207.8% | +186.4% | +21.4% | +197.7% |
| All | +3,526.8% | +1,002.0% | +2,524.8% | +3,577.1% |
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