+57.4%
JNJ vs COO
+4.1%
+53.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.9% |
| 7D | +2.7% | -2.2% | +4.9% | +3.0% |
| 30D | +7.4% | -7.0% | +14.4% | +8.5% |
| 3M | +21.2% | +12.2% | +9.0% | +19.5% |
| 6M | +13.4% | -15.1% | +28.5% | +13.8% |
| YTD | +35.1% | -15.1% | +50.2% | +35.5% |
| 1Y | +57.4% | +2.3% | +55.1% | +56.4% |
| All | +57.4% | +4.1% | +53.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling