+281.3%
JNJ vs PYPL
+46.2%
+235.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.9% |
| 7D | +2.7% | +2.7% | 0.0% | +2.4% |
| 30D | +7.4% | -4.9% | +12.3% | +7.7% |
| 3M | +21.2% | +28.9% | -7.7% | +17.9% |
| 6M | +13.4% | +18.2% | -4.8% | +11.0% |
| YTD | +35.1% | -5.0% | +40.2% | +34.8% |
| 1Y | +57.4% | -18.8% | +76.3% | +59.3% |
| 3Y | +86.8% | -12.6% | +99.3% | +84.0% |
| 5Y | +80.8% | -80.8% | +161.6% | +118.7% |
| 10Y | +202.7% | +49.9% | +152.8% | +133.1% |
| All | +281.3% | +46.2% | +235.1% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling