+51.2%
JNJ vs PATH
-10.3%
+61.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.9% |
| 7D | +1.9% | -4.8% | +6.7% | +1.7% |
| 30D | +9.2% | +2.7% | +6.6% | +9.4% |
| 3M | +8.9% | -4.2% | +13.1% | +9.2% |
| 6M | +24.6% | +24.7% | -0.2% | +27.4% |
| YTD | +35.7% | -17.6% | +53.2% | +36.9% |
| 1Y | +51.2% | -5.3% | +56.5% | +54.7% |
| All | +51.2% | -10.3% | +61.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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