+78.8%
JNJ vs PYPL
-14.5%
+93.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -3.0% | -4.3% | +1.4% | -3.0% |
| 30D | +2.5% | -11.5% | +14.0% | +2.4% |
| 3M | +13.2% | +26.1% | -12.9% | +13.3% |
| 6M | +11.3% | +13.7% | -2.4% | +11.3% |
| YTD | +31.1% | -9.8% | +41.0% | +31.3% |
| 1Y | +54.3% | -22.1% | +76.4% | +54.7% |
| All | +78.8% | -14.5% | +93.4% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling