+54.9%
JNJ vs COP
+53.9%
+1.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.6% |
| 3M | +12.2% | +15.0% | -2.8% | +10.9% |
| 6M | +10.5% | +21.8% | -11.3% | +8.7% |
| YTD | +30.8% | +49.6% | -18.8% | +26.9% |
| 1Y | +54.9% | +49.9% | +5.1% | +49.8% |
| All | +54.9% | +53.9% | +1.0% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling