+47.9%
JNJ vs PATH
-6.5%
+54.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | 0.0% |
| 7D | +1.5% | -2.7% | +4.2% | +1.4% |
| 30D | +6.3% | -1.4% | +7.7% | +6.3% |
| 3M | +8.5% | -16.4% | +24.9% | +7.9% |
| 6M | +28.0% | +23.3% | +4.7% | +30.9% |
| YTD | +37.7% | -19.8% | +57.5% | +38.7% |
| 1Y | +47.9% | -8.6% | +56.5% | +51.2% |
| All | +47.9% | -6.5% | +54.5% | +51.2% |
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 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