+3,505.0%
JNJ vs PAAS
+923.4%
+2,581.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +1.5% | -5.2% | +6.7% | +1.6% |
| 30D | +6.3% | -13.9% | +20.3% | +6.6% |
| 3M | +8.5% | -23.8% | +32.2% | +8.9% |
| 6M | +28.0% | -36.4% | +64.4% | +28.8% |
| YTD | +37.7% | -23.4% | +61.0% | +37.9% |
| 1Y | +47.9% | +5.6% | +42.3% | +47.3% |
| 3Y | +107.4% | +209.7% | -102.3% | +102.0% |
| 5Y | +97.7% | +55.6% | +42.2% | +94.2% |
| 10Y | +210.7% | +212.2% | -1.6% | +200.3% |
| All | +3,505.0% | +923.4% | +2,581.5% | +3,559.2% |
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 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