+100.9%
JNJ vs PATH
-75.6%
+176.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +3.5% | +2.1% | +1.4% | +3.4% |
| 30D | +12.5% | +1.6% | +10.9% | +12.5% |
| 3M | +9.6% | -20.4% | +30.0% | +9.6% |
| 6M | +25.3% | +40.1% | -14.8% | +25.2% |
| YTD | +40.3% | -19.0% | +59.3% | +40.7% |
| 1Y | +49.6% | -5.8% | +55.5% | +49.7% |
| 3Y | +110.8% | -22.9% | +133.7% | +110.9% |
| All | +100.9% | -75.6% | +176.5% | +99.9% |
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