+77.8%
JNJ vs COF
+116.3%
-38.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | -5.1% | +1.6% | -3.5% |
| 30D | +2.3% | -6.0% | +8.3% | +2.3% |
| 3M | +12.0% | +14.8% | -2.8% | +12.0% |
| 6M | +10.5% | +15.3% | -4.9% | +10.5% |
| YTD | +30.4% | -13.0% | +43.4% | +30.6% |
| 1Y | +52.1% | -5.7% | +57.8% | +52.1% |
| 3Y | +77.8% | +118.1% | -40.3% | +75.8% |
| All | +77.8% | +116.3% | -38.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling