+80.0%
JNJ vs COO
-39.5%
+119.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | +4.3% | -8.8% | +13.1% | +5.9% |
| 3M | +16.5% | +1.3% | +15.1% | +16.1% |
| 6M | +13.1% | -11.6% | +24.7% | +15.1% |
| YTD | +32.1% | -17.4% | +49.5% | +35.7% |
| 1Y | +54.5% | -1.6% | +56.1% | +53.9% |
| 3Y | +82.5% | -22.6% | +105.2% | +86.7% |
| 5Y | +80.0% | -40.3% | +120.4% | +91.9% |
| All | +80.0% | -39.5% | +119.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling