+8,682.5%
JNJ vs COO
+5,988.7%
+2,693.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.1% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | +7.4% | -7.0% | +14.4% | +7.8% |
| 3M | +21.2% | +12.2% | +9.0% | +20.4% |
| 6M | +13.4% | -15.1% | +28.5% | +14.3% |
| YTD | +35.1% | -15.1% | +50.2% | +36.2% |
| 1Y | +57.4% | +2.3% | +55.1% | +57.0% |
| 3Y | +86.8% | -23.7% | +110.4% | +88.5% |
| 5Y | +80.8% | -38.9% | +119.7% | +83.9% |
| 10Y | +202.7% | +49.9% | +152.8% | +194.8% |
| All | +8,682.5% | +5,988.7% | +2,693.8% | +7,649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling