+54.9%
JNJ vs PYPL
-20.1%
+75.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -4.3% | -5.9% | +1.6% | -4.5% |
| 30D | +3.0% | -9.4% | +12.4% | +2.6% |
| 3M | +12.2% | +31.3% | -19.1% | +13.6% |
| 6M | +10.5% | +19.1% | -8.6% | +11.3% |
| YTD | +30.8% | -7.9% | +38.7% | +30.7% |
| 1Y | +54.9% | -17.9% | +72.8% | +55.0% |
| All | +54.9% | -20.1% | +75.0% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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