+97.1%
JNJ vs PATH
-80.2%
+177.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +4.3% | -2.7% | +7.0% | +4.3% |
| 30D | +7.9% | -3.7% | +11.6% | +7.9% |
| 3M | +9.4% | -13.8% | +23.1% | +9.4% |
| 6M | +28.8% | +20.3% | +8.5% | +28.8% |
| YTD | +38.5% | -20.8% | +59.3% | +38.8% |
| 1Y | +54.6% | -9.2% | +63.8% | +54.7% |
| 3Y | +108.4% | -21.8% | +130.2% | +108.4% |
| 5Y | +99.6% | -77.4% | +177.0% | +97.1% |
| All | +97.1% | -80.2% | +177.3% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling