+192.5%
JNJ vs COF
+248.6%
-56.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -5.1% | +1.6% | -2.9% |
| 30D | +2.3% | -6.0% | +8.3% | +3.0% |
| 3M | +12.0% | +14.8% | -2.8% | +10.0% |
| 6M | +10.5% | +15.3% | -4.9% | +8.4% |
| YTD | +30.4% | -13.0% | +43.4% | +31.9% |
| 1Y | +52.1% | -5.7% | +57.8% | +52.1% |
| 3Y | +77.8% | +118.1% | -40.3% | +55.4% |
| 5Y | +82.9% | +46.2% | +36.7% | +66.9% |
| All | +192.5% | +248.6% | -56.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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