+95.0%
JNJ vs PATH
-76.8%
+171.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.1% | -5.3% | +6.4% | +1.1% |
| 30D | +6.9% | -0.5% | +7.4% | +6.9% |
| 3M | +8.0% | -7.1% | +15.2% | +8.0% |
| 6M | +24.3% | +23.8% | +0.5% | +24.3% |
| YTD | +35.6% | -20.7% | +56.3% | +36.0% |
| 1Y | +51.1% | -8.1% | +59.1% | +51.2% |
| 3Y | +98.3% | -21.8% | +120.1% | +98.3% |
| All | +95.0% | -76.8% | +171.8% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling