+97.6%
JNJ vs PATH
-76.9%
+174.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +4.1% | +0.7% | +3.4% | +4.1% |
| 30D | +14.0% | -1.1% | +15.2% | +14.0% |
| 3M | +9.2% | -14.2% | +23.4% | +9.3% |
| 6M | +27.8% | +30.9% | -3.1% | +27.7% |
| YTD | +39.2% | -20.1% | +59.3% | +39.6% |
| 1Y | +49.1% | -8.1% | +57.2% | +49.2% |
| 3Y | +109.7% | -24.3% | +134.0% | +109.8% |
| 5Y | +97.6% | -75.6% | +173.2% | +96.4% |
| All | +97.6% | -76.9% | +174.4% | +96.4% |
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