+193.4%
JNJ vs COP
+344.8%
-151.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +3.0% | +9.6% | -6.5% | +1.9% |
| 3M | +12.2% | +15.0% | -2.8% | +10.3% |
| 6M | +10.5% | +21.8% | -11.3% | +7.7% |
| YTD | +30.8% | +49.6% | -18.8% | +24.3% |
| 1Y | +54.9% | +49.9% | +5.1% | +47.1% |
| 3Y | +80.7% | +22.6% | +58.0% | +74.0% |
| 5Y | +83.4% | +193.6% | -110.2% | +53.2% |
| All | +193.4% | +344.8% | -151.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling