+1,298.9%
COHR vs JNJ
+196.0%
+1,102.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -3.5% | +11.8% | +9.2% |
| 30D | -14.1% | +2.3% | -16.4% | -14.9% |
| 3M | -16.0% | +12.0% | -28.0% | -19.6% |
| 6M | +21.5% | +10.5% | +11.0% | +16.6% |
| YTD | +65.4% | +30.4% | +35.1% | +50.8% |
| 1Y | +195.0% | +52.1% | +142.9% | +155.3% |
| 3Y | +830.2% | +77.8% | +752.4% | +641.0% |
| 5Y | +397.1% | +82.9% | +314.2% | +282.5% |
| All | +1,298.9% | +196.0% | +1,102.9% | +796.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling