+393.6%
COHR vs JNJ
+81.9%
+311.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.1% |
| 7D | +8.3% | -3.5% | +11.8% | +7.3% |
| 30D | -14.1% | +2.3% | -16.4% | -13.5% |
| 3M | -16.0% | +12.0% | -28.0% | -13.8% |
| 6M | +21.5% | +10.5% | +11.0% | +24.5% |
| YTD | +65.4% | +30.4% | +35.1% | +73.7% |
| 1Y | +195.0% | +52.1% | +142.9% | +218.5% |
| 3Y | +830.2% | +77.8% | +752.4% | +931.4% |
| All | +393.6% | +81.9% | +311.7% | +472.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling