+295.9%
JNJ vs PYPL
+57.7%
+238.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +12.5% | +5.7% | +6.9% | +12.0% |
| 3M | +9.6% | -1.9% | +11.5% | +9.6% |
| 6M | +25.3% | +31.8% | -6.5% | +21.6% |
| YTD | +40.3% | +2.4% | +37.9% | +38.9% |
| 1Y | +49.6% | -8.2% | +57.9% | +49.8% |
| 3Y | +110.8% | +10.2% | +100.6% | +102.2% |
| 5Y | +99.1% | -71.2% | +170.3% | +125.5% |
| 10Y | +216.6% | +49.6% | +167.0% | +146.1% |
| All | +295.9% | +57.7% | +238.2% | +198.9% |
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 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