+8,847.8%
JNJ vs COO
+5,406.0%
+3,441.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.5% | -2.3% | +3.8% | +1.6% |
| 30D | +6.3% | +13.3% | -7.0% | +5.6% |
| 3M | +8.5% | -18.1% | +26.5% | +9.5% |
| 6M | +28.0% | +6.7% | +21.3% | +27.4% |
| YTD | +37.7% | -23.2% | +60.9% | +39.4% |
| 1Y | +47.9% | -12.3% | +60.2% | +48.7% |
| 3Y | +107.4% | -23.6% | +130.9% | +109.2% |
| 5Y | +97.7% | -38.7% | +136.4% | +101.1% |
| 10Y | +210.7% | +42.2% | +168.5% | +203.3% |
| All | +8,847.8% | +5,406.0% | +3,441.8% | +7,830.8% |
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