+90.3%
JNJ vs PATH
-80.1%
+170.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.4% |
| 7D | -1.0% | -5.6% | +4.5% | -1.0% |
| 30D | +6.9% | -0.7% | +7.6% | +6.9% |
| 3M | +6.2% | -5.9% | +12.1% | +6.3% |
| 6M | +22.0% | +21.6% | +0.4% | +22.0% |
| YTD | +33.7% | -20.6% | +54.3% | +34.0% |
| 1Y | +49.7% | -10.6% | +60.3% | +49.8% |
| 3Y | +96.0% | -24.9% | +120.8% | +96.1% |
| 5Y | +91.6% | -76.8% | +168.4% | +89.1% |
| All | +90.3% | -80.1% | +170.4% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling