+52.1%
JNJ vs COO
-20.3%
+72.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.5% | -22.5% | +19.0% | -0.3% |
| 30D | +2.3% | -29.7% | +32.1% | +7.1% |
| 3M | +12.0% | -20.1% | +32.1% | +15.3% |
| 6M | +10.5% | -26.9% | +37.4% | +13.9% |
| YTD | +30.4% | -34.2% | +64.6% | +35.0% |
| 1Y | +52.1% | -21.3% | +73.4% | +56.5% |
| All | +52.1% | -20.3% | +72.5% | +56.5% |
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